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## 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...

Thanks

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- Thread starter jaycool1995
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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...

Thanks

Thanks

- #2

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You can get good approximations to the CI of the gamma distribution (which is a two parameter exponential distribution) from the normal, Poisson, or (inverse)chi square approximations. There are also exact methods. This paper discusses all of these methods:

http://wonder.cdc.gov/wonder/help/cancer/FayFeuerConfidenceIntervals.pdf

http://wonder.cdc.gov/wonder/help/cancer/FayFeuerConfidenceIntervals.pdf

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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.

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