Estimation of a common mean of several univariate inverse Gaussian populations
From MaRDI portal
Publication:1207636
DOI10.1007/BF00118641zbMath0850.62240MaRDI QIDQ1207636
Yogendra P. Chaubey, Bimal Kumar Sinha, Mansoor Ahmad
Publication date: 1 April 1993
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
62F10: Point estimation
Related Items
Shrinkage estimation for the mean of the inverse Gaussian population, A new property of the inverse Gaussian distribution with applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Conditional information for an inverse Gaussian distribution with known coefficient of variation
- Variance and distribution of the Graybill-Deal estimator of the common mean of two normal populations
- Estimation of a common mean and recovery of interblock information
- An identity for the Wishart distribution with applications
- Point and confidence estimation of a common mean and recovery of interblock information
- Estimating the common mean of several normal populations
- Inadmissibility of the maximum likelihood estimator of the inverse Gaussian mean
- Estimation of the common mean of two univariate normal populations
- Statistical Properties of Inverse Gaussian Distributions. I
- Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
- Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation
- Improved estimation for the parameters of an inverse gaussian distribution
- Some improved estimators for a measures of dispersion of an inverse gaussian distribution
- Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations
- Inverse Gaussian Ratio Estimation
- On the Uniformly Minimum Variance Unbiased Estimators of the Variance and its Reciprocal of an Inverse Gaussian Distribution
- Estimation of location parameters from two linear models under normality
- A Purchase Incidence Model with Inverse Gaussian Interpurchase Times
- Bayes and Fiducial Equivariant Estimators of the Common Mean of Two Normal Distributions
- Combining Unbiased Estimators