@Reference(authors="G. Casella, R. L. Berger", title="Point Estimation (Chapter 7)", booktitle="Statistical inference. Vol. 70", bibkey="books/duxbury/CasellaB90/Ch7") public class GammaMOMEstimator extends java.lang.Object implements MeanVarianceDistributionEstimator<GammaDistribution>
This is a very naive estimation, based on the mean and variance only, sometimes referred to as the "Method of Moments" (MOM).
Reference:
G. Casella, R. L. Berger
Point Estimation (Chapter 7)
Statistical inference. Vol. 70
Modifier and Type | Class and Description |
---|---|
static class |
GammaMOMEstimator.Parameterizer
Parameterization class.
|
Modifier and Type | Field and Description |
---|---|
static GammaMOMEstimator |
STATIC
Static estimation using just the mean and variance.
|
Modifier | Constructor and Description |
---|---|
private |
GammaMOMEstimator()
Private constructor.
|
Modifier and Type | Method and Description |
---|---|
GammaDistribution |
estimateFromMeanVariance(MeanVariance mv)
Estimate the distribution from mean and variance.
|
java.lang.Class<? super GammaDistribution> |
getDistributionClass()
Get the class that is produced by the estimator.
|
java.lang.String |
toString() |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
estimate, estimateFromStatisticalMoments
estimate
public static final GammaMOMEstimator STATIC
public GammaDistribution estimateFromMeanVariance(MeanVariance mv)
MeanVarianceDistributionEstimator
estimateFromMeanVariance
in interface MeanVarianceDistributionEstimator<GammaDistribution>
mv
- Mean and variance.public java.lang.Class<? super GammaDistribution> getDistributionClass()
DistributionEstimator
getDistributionClass
in interface DistributionEstimator<GammaDistribution>
public java.lang.String toString()
toString
in class java.lang.Object
Copyright © 2019 ELKI Development Team. License information.