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Uniformly Minimum-Variance Unbiased Estimator (UMVUE) for the Gamma Cumulative Distribution Function with Known and Integer Scale Parameter

DOI: 10.4236/ojs.2022.122011, PP. 168-174

Keywords: UMVUE, Cumulative Distribution Estimates, Gamma Distribution, Erlang Distribution, Lehmann-Scheffeé Theorem, Rao-Blackwell Theorem

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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.

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