- #1
zli034
- 107
- 0
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.
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.
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.