Parameter estimation of the generalized gamma distribution

Ophélie Gomès (1) , Catherine Combes (2) , Alain Dussauchoy (1)

1 PRISMA - Laboratoire de Productique et Informatique des systèmes manufacturiers
2 LHC - Laboratoire Hubert Curien

This article focuses on the parameter estimation of the generalized gamma distribution. Faced to all difficulties described in the literature to estimate the parameters, we propose here a new estimation method. The algorithm associated to this heuristic method was implemented in Splus. We validate the resulting routine on the particular cases of the generalized gamma distribution.

Keywords: parameter estimation; Chi-squared goodness-of-fit test.; Shifted generalized gamma distribution; generalized gamma distribution; Chi-squared goodness-of-fit test

Domains: Other [cs.OH]

Ophélie Gomès, Catherine Combes, Alain Dussauchoy. Parameter estimation of the generalized gamma distribution. Mathematical modelling, 5ème Vienna Symposium, Feb 2006, Vienna, Austria. ⟨ujm-00107264⟩