TITLE:
Uniformly Minimum-Variance Unbiased Estimator (UMVUE) for the Gamma Cumulative Distribution Function with Known and Integer Scale Parameter
AUTHORS:
Jessica Kubrusly
KEYWORDS:
UMVUE, Cumulative Distribution Estimates, Gamma Distribution, Erlang Distribution, Lehmann-Scheffeé Theorem, Rao-Blackwell Theorem
JOURNAL NAME:
Open Journal of Statistics,
Vol.12 No.2,
April
2,
2022
ABSTRACT: Uniformly
minimum-variance unbiased estimator (UMVUE) for the gamma cumulative distribution function with known and
integer scale parameter. This paper applies Rao-Blackwell and
Lehmann-Scheffeé Theorems to deduce the uniformly minimum-variance unbiased
estimator (UMVUE) for the gamma cumulative distribution function with known and
integer scale parameters. The paper closes with an example comparing the
empirical distribution function with the UMVUE estimates.