Gamma Distribution MLE in R Programming Language

In this video I make use of the results that we have derived for the partial derivatives and MLEs of the Gamma Distribution and translate it into R code.

We generate a sample of 1000 observations from a Gamma Distribution in order to carry out Maximum Likelihood Estimation of the parameters of the Gamma Distribution.

This code is then used to together with the uniroot function to solve for alpha (α) hat. This is done because we need to determine where the partial derivative of the log-likelihood function is equal to 0. After we have found alpha (α) hat , solving for lambda becomes a simple substitution and division problem.

#MLE
#Gamma
#Statistics

0:00 Introduction and review
1:28 Generating sample data
4:52 Define the partial derivative wrt α as a function.
6:42 Finding the value of α hat
8:41 Finding the value of λ hat

Link for the code in the video: https://github.com/alexandernel14/Gam...