The experiment is to generate a random sample of size from the gamma distribution with shape parameter and scale parameter . The probability density function is shown in blue in the graph, and on each update, the sample density function is shown in red. On each update, the following statistics are recorded:
where
Statistic is a point estimator of and statistics and are point estimators of . On each update, the empirical bias and mean square error of each estimator are recorded in the table for that estimator. The parameters , , and can be varied with scroll bars.