To find the confidence interval for the parameters of the gamma distribution, various methods can be employed, including normal, Poisson, and inverse chi-square approximations, as well as exact methods. A referenced paper provides a comprehensive discussion on these approaches. The gamma distribution's shape varies with the parameter k, which influences the choice of approximation; for k greater than 3, the normal approximation is particularly effective. The value of k can be determined from the probability density function (PDF) of the gamma distribution. Understanding these methods is essential for accurately estimating the confidence intervals for gamma distribution parameters.
