Catalog Home Page

A fast robust method for fitting gamma distributions

Clarke, B.R.ORCID: 0000-0003-1419-0768, McKinnon, P.L. and Riley, G. (2012) A fast robust method for fitting gamma distributions. Statistical Papers, 53 (4). pp. 1001-1014.

PDF - Authors' Version
Download (259kB) | Preview
Link to Published Version:
*Subscription may be required


The art of fitting gamma distributions robustly is described. In particular we compare methods of fitting via minimizing a Cramér Von Mises distance, an L 2 minimum distance estimator, and fitting a B-optimal M-estimator. After a brief prelude on robust estimation explaining the merits in terms of weak continuity and Fréchet differentiability of all the aforesaid estimators from an asymptotic point of view, a comparison is drawn with classical estimation and fitting. In summary, we give a practical example where minimizing a Cramér Von Mises distance is both efficacious in terms of efficiency and robustness as well as being easily implemented. Here gamma distributions arise naturally for “in control” representation indicators from measurements of spectra when using fourier transform infrared (FTIR) spectroscopy. However, estimating the in-control parameters for these distributions is often difficult, due to the occasional occurrence of outliers.

Item Type: Journal Article
Murdoch Affiliation: School of Chemical and Mathematical Science
Publisher: Springer
Copyright: 2011 Springer-Verlag
Item Control Page Item Control Page


Downloads per month over past year