Análise da eficiência dos métodos dos momentos e da máxima verossimilhança na estimativa de parâmetros da distribuição gama II: uma abordagem probabilística

Abstract

The two most commonly used methods for estimating the parameters of a probability distribution are the method of moments and the method of maximum likelihood. As the methods prior cited do not always produce the same estimates for the parameters, one must analyze the situations in which one or another is more appropriated. This paper compared the performance of both method in estimating Gama II parameters. Generally speaking, method of maximum likelihood should be preferred over the method of moments, specially when coefficient of variation is high and sample size is small. For low values of coefficient of variation a (CV less than 0.3) and for large sample size the difference between estimates made from both methods is negligible.