I have some issues with an exercise where I have to find an approximate pivot for a gamma distribution... Indeed, I understand how to find a pivot for a normal distribution, but I don't understand how to do that when the distribution is not the normal distribution. However, what is the different between a pivot and an approximate pivot ?

In my exercise, I have a gamma distribution with parameters α known and β unknown. I found the estimator for β, and now I have to find an approximate pivot for this estimator. Then, I have to find a 95% Wald confidence interval for the parameter β.

Thank you in advance, Louise


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.