Jornal de Biometria e Bioestatística

New Approximate Bayesian Confidence Intervals for the Shape and the Scale Parameters of the Two Parameter Gamma Distribution

Abstract

Vincent AR Camara

The aim of the present study is to construct confidence intervals for the shape and the scale parameters of the twoparameter Gamma Distribution. Using the square error loss function, closed form approximate Bayesian confidence intervals are derived. Numerical results show that the obtained Approximate Bayesian models rely only on the observations under study and have great coverage accuracy.