Jtourkis
Gamma distribution edit
This edit request has been answered. Set the |answered= or |ans= parameter to no to reactivate your request. |
I believe an edit is needed to the Gamma distribution page. In the Method of Moments text box at the top of the page, please add theta = V[X]/E[X] & k = E[X]^2/V[X].
Information to be added or removed: theta = V[X]/E[X] (added); k = E[X]^2/V[X]
Explanation of issue: If you calculate k and theta using the mean and variance stated, you can get the following method of moments estimators for theta and k.
References supporting change: Solve the system of equations:
Mean = k * theta => k = mean/theta
Replace k in terms of theta:
Variance = k*theta^2 => Variance = (mean/theta)*theta^2 = mean * theta => theta = variance / mean => theta = V[X]/E[X]
Then solve mean equation for k replacing theta with variance/mean.
Mean= k*(Variance/Mean)=> k= Mean/(Variance/Mean) => k = Mean^2/Variance => k = E[X]^2/V[X]
James Tourkistas
Jtourkis, you are invited to the Teahouse! edit
Hi Jtourkis! Thanks for contributing to Wikipedia. We hope to see you there!
Delivered by HostBot on behalf of the Teahouse hosts 16:02, 13 August 2020 (UTC) |