A new property of the inverse Gaussian distribution with applications (Q1359779)
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scientific article; zbMATH DE number 1031792
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| English | A new property of the inverse Gaussian distribution with applications |
scientific article; zbMATH DE number 1031792 |
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A new property of the inverse Gaussian distribution with applications (English)
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6 July 1997
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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.
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monotone likelihood ratio
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Stein-type estimators
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inverse Gaussian distributions
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0.810009241104126
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0.7846440672874451
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0.783393144607544
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0.7729947566986084
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