Inferential Procedures on the Shape Parameter of a Gamma Distribution from Censored Data

Abstract

Various techniques are used to find the first two moments of the statistic T = log (A _r /G _r ), where A _r and G _r are, respectively, the Winsorized arithmetic and geometric means based on censored data from a gamma distribution. A two-moment chi-squared approximation is then derived for T and used for testing hypotheses and setting confidence bounds on the shape parameter of a gamma distribution. Power comparisons are made between optimum tests and the corresponding tests based on T.

Key Words:

• Gamma distribution
• Censored sampling
• Tests of hypothesis
• Confidence bounds