Unbiased estimation of distribution densities of sufficient statistics of the inverse Gaussian distribution

DOI10.1007/BF02365366MaRDI QIDQ1269933zbMATH OpenFDO

Authors R. A. jun. Abusev

Publication date 24 November 1998

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02365366

zbMATH Keywords

asymptotically optimal decision rulesgroup classificationinverse Gaussian distributionlikelihood functionssufficient statistics

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Statistical decision theory (62C99) Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Review text

The two-parameter inverse Gaussian distribution is widely used in the construction of probability models of many real processes. Therefore, the construction of unbiased estimators for functions of the parameters and for the density of this distribution is important. The problems of unbiased estimation of some functions of unknown parameters of the inverse Gaussian distribution were considered in several papers. In the present paper, unbiased estimators for the densities of sufficient statistics and likelihood functions are found for the case of inverse Gaussian distributions. We also consider the problem of construction of asymptotically optimal decision rules of group classification.

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Cites work

• Umvu estimators of the mode and limits of an interval for the inverse gaussian distribution
• Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution

Cited in

(6)

• A U-statistic and estimation for the inverse Gaussian distribution
• Bayes estimation in the case of the inverse Gaussian distribution
• Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
• scientific article; zbMATH DE number 4076338 (Why is no real title available?)
• STATISTICAL INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSE GAUSSIAN DISTRIBUTION
• Inverse transformed density rejection for unbounded monotone densities

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