ON NEW MOMENT ESTIMATION OF PARAMETERS OF THE GENERALIZED GAMMA DISTRIBUTION USING IT’S CHARACTERIZATION

Abstract

In this paper, the three estimators for three parameters of the generalized gamma distribution are proposed by using its characterization, and shown to be more convenient and more efficient than the maximum likelihood estimator for small samples. Furthermore, the estimators for the parameter of its special distribution such as gamma and Weibull distributions which are the most important in the reliability field and survival analysis are obtained.