Main Question or Discussion Point
How would you go about finding the confidence interval for the parameters of the gamma distribution? I have had a look online and haven't found anything with the answer...
Yes. The gamma distribution morphs from Poisson like to normal like "shapes" depending on the parameter k. For k more than 3, the normal approximation is good. "k" relates to the failure or waiting times. k's value can be taken from the PDF where the power of the variable x is k-1.So can i use another distribution to approximate the parameters (e.g the mean) of the gamma dist?