Statistical inference on the Lagrange gamma distribution is considered in this paper. The method of moments, the maximum-likelihood estimation technique, and the estimation of the scale parameter by order statistics are discussed. A linear rank test statistic is proposed for the distribution. A numerical example on the application of the Lagrange gamma distribution is given. In the numerical example, the Lagrange gamma distribution provided a better fit than the gamma distribution.
|Number of pages||11|
|Journal||Computational Statistics and Data Analysis|
|State||Published - Jun 5 1998|