Package org.drip.measure.gamma

Class R1ParameterEstimator

java.lang.Object
org.drip.measure.gamma.R1ParameterEstimator
Direct Known Subclasses:
R1ConsistentEstimator, R1MaximumLikelihoodEstimator
public abstract class R1ParameterEstimator
extends java.lang.Object
R1ParameterEstimator exposes the Parameter Estimator for a Sequence of Observations. The References are:

  • Devroye, L. (1986): Non-Uniform Random Variate Generation Springer-Verlag New York
  • Gamma Distribution (2019): Gamma Distribution https://en.wikipedia.org/wiki/Chi-squared_distribution
  • Louzada, F., P. L. Ramos, and E. Ramos (2019): A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations The American Statistician 73 (2) 195-199
  • Minka, T. (2002): Estimating a Gamma distribution https://tminka.github.io/papers/minka-gamma.pdf
  • Ye, Z. S., and N. Chen (2017): Closed-Form Estimators for the Gamma Distribution Derived from Likelihood Equations The American Statistician 71 (2) 177-181


Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    abstract ShapeScaleParameters inferShapeScaleParameter()
    Infer the Shape-Scale Parameter from the Observations
    Sample sample()
    Retrieve the Samples used for the ML Estimate

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Method Details

    • sample

      public Sample sample()
      Retrieve the Samples used for the ML Estimate
      Returns:
      Samples used for the ML Estimate

    • inferShapeScaleParameter

      public abstract ShapeScaleParameters inferShapeScaleParameter()
      Infer the Shape-Scale Parameter from the Observations
      Returns:
      The Shape-Scale Parameter from the Observations