Motivated by the attractive features of robust priors and MML (modified maximum likelihood) estimators, we develop MML estimators and HPD (highest posterior density) estimators of the location and scale parameters of gamma distribution family which represents a wide class of skew distributions. We show that the proposed estimators have desirable properties. This paper is a sequel to an earlier paper (Bian and Tiku 1995) which deals with a family of symmetric distributions (Studentt).
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机译:在鲁棒先验和MML(修正最大似然)估计器的吸引力特征的激励下,我们开发了MML估计器和HPD(最高后验密度)估计器,用于伽马分布族的位置和尺度参数,代表了一类广泛的偏斜分布。我们表明所提出的估计器具有理想的性质。这篇论文是早期论文(Bian and Tiku 1995)的续集,该论文涉及对称分布族(Studentt)。
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