[R] Fitting a 3-parameter gammadistribution

Spencer Graves spencer.graves at pdf.com
Wed Nov 5 12:40:25 CET 2003

      That's called "interval censoring".  The "likelihood" for such 
cases is the probability of what was observed, i.e., (pgamma3(10, ..., - 
pgamma3(0, ...))*... .  For this kind of problem, I have in the past 
written a function to compute the log(likelihood) and then passed that 
function to "optim". 

      hope this helps.  spencer graves

Mårten Bjellerup wrote:

>I have 'grouped' data, that is in the form of:
>Interval        Median
>0-9.9%:        -25
>10-19.9%:     0
>20-29.9%:     3
>30-39.9%:     10
>40-49.9%:     50
>50-59.9%:     200
>et cetera
>and want to fit a three parameter gamma distribution. Does anyone know of an existing routine for doing this (or something similar)? Any help or comment is much appreciated.
>Mårten Bjellerup
>Doctoral Student in Economics
>School of Management and Economics
>Växjö University
>SE-351 95  Växjö
>Tel: +46 470 708410 
>Fax: +46 470 82478 
>Mobile: +46 70 969 88 88 
>Mail: marten.bjellerup at ehv.vxu.se 
>Web: http://www.ehv.vxu.se
>"Forecasting is like trying to
>drive a car blindfolded and
>following directions given 
>by a person who is looking
>out of the back window"
>R-help at stat.math.ethz.ch mailing list

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