Pooled estimators for the shape parameter of the three parameter gamma distribution

Abstract

The aim of the paper is to study the pooled estimator of the shape parameter of the three parameter gamma distribution when k independent samples are available. Sufficient conditions for the existence of the pooled estimator are given and the small as well as the large sample properties are studied. The harmonic mean of the k estimators of the independent samples is proposed in the place of the pooled estimator, in the case in which the latter does not exist.

Keywords:

• gamma distribution
• maximum likelihood estimator
• pooled estimator

Mathematics Subject Classification :

• Primary: 62F10
• Secondary: 62F99