Closed Form Estimators for the Inverse Gamma and Beta Prime Distributions: Accepted July 2025

Victor Nawa; Saralees Nadarajah

Forthcoming

Closed Form Estimators for the Inverse Gamma and Beta Prime Distributions

Accepted July 2025

Authors

Victor Nawa University of Zambia https://orcid.org/0000-0001-6019-7325
Saralees Nadarajah University of Manchester https://orcid.org/0000-0002-0481-0372

Keywords:

beta distribution, covariance, gamma distribution, variance

Abstract

Closed form estimators for the parameters of inverse gamma and beta prime distributions have not been known. The closed form estimators proposed in Iranmanesh, Vajargah and Hasanzadeh [Mathematical Sciences, 12, 2018, 71-77] are approximations. In this note, exact closed form estimators and their asymptotic distributions are derived for the inverse gamma and beta prime distributions. The better performance of the proposed estimators over the corresponding maximum likelihood estimators is noted.

Downloads

FP_REVSTAT2025_jul4

Published

2025-07-31

Issue

new article

Section

Forthcoming Paper

License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Nawa, V., & Nadarajah, S. (2025). Closed Form Estimators for the Inverse Gamma and Beta Prime Distributions: Accepted July 2025. REVSTAT-Statistical Journal. https://revstat.ine.pt/index.php/REVSTAT/article/view/970