A new property of the inverse Gaussian distribution with applications (Q1359779): Difference between revisions
From MaRDI portal
Latest revision as of 17:18, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new property of the inverse Gaussian distribution with applications |
scientific article |
Statements
A new property of the inverse Gaussian distribution with applications (English)
0 references
6 July 1997
0 references
The main result of the paper is a monotonicity property of the likelihood ratios of inverse Gaussian distributions. This is then used to obtain improved estimators and confidence intervals for one of the parameters of the distribution, in a style similar to Stein's famous results for normal distributions.
0 references
monotone likelihood ratio
0 references
Stein-type estimators
0 references
inverse Gaussian distributions
0 references
0 references
