The aim in this paper consists in proposing a simple and efficient method for fitting the three-parameter Gamma model. To do this, adaptive bounds for the parameters were initially proposed. Then, an optimization method called Differential Evolution method is used to maximize the likelihood function of the model. Finally, a study of the Monte Carlo simulations made it possible to evaluate the performance of the proposed estimators.

search space, bounds, estimation, maximum likelihood, order statistics, three-parameter gamma model, Differential Evolution.

Received: November 18, 2021; Accepted: December 23, 2021; Published: January 7, 2022

How to cite this article: Ouindllassida Jean-Etienne Ouédraogo, A simple and efficient method for fitting the three-parameter Gamma distribution to given data, Universal Journal of Mathematics and Mathematical Sciences 15 (2022), 31-42. DOI: 10.17654/2277141722003

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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