Gamma Distribution with MLE Solution

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Gamma Distribution with MLE Solution

This example compares the MLE solution for the Gamma distribution.


Reference Case

The data from Table 1.1 on page 4 in the book Statistical Methods for Reliability Data by Dr. Meeker and Dr. Escobar, John Wiley & Sons, 1998 is used.


Data

Failures
17.88 28.92 33
41.52 42.12 45.6
48.4 51.84 51.96
54.12 55.56 67.8
68.64 68.64 68.88
84.12 93.12 98.64
105.12 105.84 127.92
128.04 173.4


Result

The solution is given on page 257, Example 11.1. The ML estimates are [math]\displaystyle{ \theta \,\! }[/math] = 17.94, k = 4.025.


Results in Weibull++

In Weibull++, the parameter [math]\displaystyle{ \mu\,\! }[/math] is used instead of [math]\displaystyle{ \theta \,\! }[/math]. The relation between them is [math]\displaystyle{ \theta = exp(\mu)\,\! }[/math].

Gamma MLE.png

We can see [math]\displaystyle{ \mu\,\! }[/math] = 2.8873. Therefore, [math]\displaystyle{ \theta = exp(\mu)\,\! }[/math] = 17.94, which is the same as the results in the book.