Generalized gamma distribution based on the Bayesian approach with application to investment modelling | International Journal for Simulation and Multidisciplinary Design Optimization (IJSMDO)

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Table 2

The result of estimated via ARMS, MM and SA with a fixed value of γ.

parameters		ARMS				MMγ =-0.0001	SA
		Mean	Median	Mode	SD
α	K = 1 N = 620	2.9148	2.9129	2.8885	0.0120	2.9861	2.9299
θ		0.3788	0.3790	0.3586	0.0075	0.3752	0.3709
γ		−0.000141	−0.000120	−0.000418	0.000108	−0.0001	−0.000098
α	K = 2 N = 558	9.7151	9.7120	9.6778	0.0185	9.8058	9.6941
θ		0.1136	0.1148	0.0817	0.0113	0.1094	0.1071
γ		−0.000095	−0.000083	−0.000190	0.000044	−0.0001	−0.000085
α	K = 3 N = 496	16.8995	16.9024	16.8638	0.0162	16.6495	17.3998
θ		0.0611	0.0598	0.0493	0.0068	0.0639	0.0610
γ		−0.000098	−0.000105	−0.000180	0.000048	−0.0001	−0.000098
α	K = 4 N = 434	22.3679	22.3642	22.3420	0.0164	22.4730	22.5085
θ		0.0557	0.0547	0.0413	0.0063	0.0471	0.0473
γ		−0.000050	−0.000049	−0.000122	0.000032	−0.0001	−0.000099
α	K = 5 N = 372	31.3936	31.4017	31.3427	0.0239	31.5448	32.4969
θ		0.0393	0.0389	0.0287	0.0043	0.0330	0.0321
γ		−0.000127	−0.000133	−0.000229	0.000056	−0.0001	−0.000099
α	K = 6 N = 310	43.1545	43.1585	43.1186	0.0151	43.1858	43.6111
θ		0.0274	0.0272	0.0196	0.0029	0.0238	0.0235
γ		−0.000065	−0.000066	−0.000150	0.000042	−0.0001	−0.000099
	K = 7 N = 248	56.6156	56.6171	56.5889	0.0084	56.5871	57.2080
θ		0.0198	0.0196	0.0146	0.0019	0.0180	0.0177
γ		−0.000057	−0.000048	−0.000145	0.000037	−0.0001	−0.000099
α	K = 8 N = 186	69.9174	69.9220	69.8854	0.0165	69.8467	70.2149
θ		0.0160	0.0158	0.0125	0.0015	0.0145	0.0143
γ		−0.000069	−0.000066	−0.000155	0.000047	−0.0001	−0.000099

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