gamma_est {gofgamma}

Maximum-likelihood estimation of parameters for the gamma distribution

Description

The maximum-likelihood estimators for the shape and scale parameters of a gamma distribution are computed due to the method of Bhattacharya (2001).

Usage

gamma_est(data)

Arguments

data

vector of positive valued observations

Value

returns a bivariate vector containing (shape,scale) estimated parameter vector.

References

Bhattacharya, B. (2001) "Testing equality of scale parameters against restricted alternatives for m \ge 3 gamma distributions with unknown common shape parameter". Journal of Statistical Computation and Simulations, 69(4):353-368, DOI

Examples

gamma_est(stats::rgamma(100,shape=3,scale=6))