gamY2nu

(rtools/gamY2nu.m)

Function Synopsis

nu=gamY2nu(Y)

Help text

function nu=gamY2nu(Y)
 Gamma MLE for the shape parameter given Y.

 Y = log(mean(x)) - mean(log(x)) 

 This does not require numerical minimisation, it is a fast
 iterative algorithm.

 Needs Matlab R13 for the psi function, otherwise obtain the
 digamma.m file from the net (by Christoph Mecklenbraeuker)

 Source: 
 [1] `A Class of Method of Moments Estimators for the Two-Parameter
  Gamma Family', D.P. Wiens, J. Cheng, N.C. Beaulieu. 
  Pak. J. Statist. (2003) 19(1) pp129-141.

 [2] `Aids for fitting the Gamma Distribution by Maximum Likelihood',
  Greenwood, J.A. and Durand, D. Technometrics, (1960) 2 pp55-65

 [3] "Properties of Estimators for the Gamma Distribution", Bowman, K.O. and
  Shenton, L.R. Marcel Dekker

 Part of the Matlab Radar Toolbox v0.11 by Glen Davidson at www.radarworks.com
 Please acknowledge use of this toolbox in any publication or software.
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Cross-Reference Information

nleU2nu                       rtools/nleU2nu.m