Exact confidence intervals for the shape parameter of the gamma distribution

摘要

In this paper exact confidence intervals (CIs) for the shape parameter of the gamma distribution are constructed using the method of Bolviken and Skovlund [Confidence intervals from Monte Carlo tests. J Amer Statist Assoc. 1996;91:1071-1078]. The CIs which are based on the maximum likelihood estimator or the moment estimator are compared to bootstrap CIs via a simulation study.