SOOCHOW JOURNAL OF MATHEMATICS

Volume 31, No. 4, pp. 515-523, October 2005




ON ESTIMATING SCALE PARAMETER OF A

TRUNCATED GAMMA DISTRIBUTION


BY


ULHAS J. DIXIT AND K. D. PHAL



Abstract. The maximum likelihood (ML) and uniformly minimum variance unbaised estimator (UMVUE) of scale parameter $ \theta$ is derived from the right truncated gamma distribution (RTGD). These estimators are compared empirically; their variances are investigated with the help of numerical technique. It has been shown that UMVUE is the better than the ML estimators.

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Received November 28, 2003; revised December 24, 2004; February 26, 2005.

AMS Subject Classification. 62F10.

Key words. right truncated gamma distribution (RTGD), uniformly minimum variance unbaised estimator (UMVUE), maximum likelihood (ML) estimators.