There are 2 parameters in the Gamma distribution, alpha and beta. If sample 500 of the Gamma random variable, there unbiased mean and variance can be estimated by the sample moments.(adsbygoogle = window.adsbygoogle || []).push({});

If it is also interested to estimate the variance and covariance of the parameters, alpha and beta; Jacobian matrix of residuals has to be defined, Jr. There fore the covariance matrix is:

inverse(transpose(Jr)residual)sample variance

I want to know about the calculation of the Jacobian matrix of residuals.

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# Jacobian Matrix of Residuals

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