What are the distribution functions of the gamma distribution shape and scale parameters?

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Richard McCuen
Richard McCuen 2017-8-3
评论： John D'Errico 2017-8-3
If I compute the shape and scale parameters of the gamma distribution, I would like to known their accuracies, which I could estimate if I knew the probability distributions of each parameter.

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Torsten
Torsten 2017-8-3
Use gamfit. It gives you confidence intervals for the estimated parameters.
Best wishes
Torsten.
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José-Luis
José-Luis 2017-8-3
According to the documentation, it's MLE confidence intervals. How they are computed is a longish story but the short and dirty is that they come from a normal distribution (sort of).
John D'Errico
John D'Errico 2017-8-3
Exactly. Nothing is truly normal, always something else (and messy) that is very hard for which to write down an exact distribution. But all sorts of things are asymptotically normal. Those confidence intervals were computed using normality as the presumption.

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