Exact confidence intervals for the shape parameter of the gamma distribution
G. Iliopoulos
In this paper exact confidence intervals for the shape parameter of the gamma distribution are constructed using the method of Bolviken and Skovlund (1996). The confidence intervals which are based on the maximum likelihood estimator or the moment estimator are compared to bootstrap confidence intervals via a simulation study.
Key words and phrases: gamma distribution, shape parameter, maximum likelihood estimator, moment estimator, exact confidence intervals