Suppose that you had to choose either the method of moments estimates or the maximum likelihood estimates in Example C of Section 8.4 and C of Section 8.5. Which would you choose and why?

The upper quartile of a distribution with cumulative distribution F is that point q.25 such that F(q.25) = .75. For a gamma distribution, the upper quartile depends on a and A, so denote it as q(, ). If a gamma distribution is fit to data as in Example C of Section 8.5 and the parameters a and A are estimated by at and i, the upper quartile could then be estimated by  = q(,). Explain how to use the bootstrap to estimate the standard error of.

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