Estimation of the mean and the reciprocal of the mean of the inverse Gaussian distribution

DOI10.1080/03610918908812813zbMath0695.62075MaRDI QIDQ3471397

B. N. Pandey, Henrick John Malik

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812813

zbMATH Keywords

mean squared error; inverse Gaussian distribution; bias; uniformly minimum variance unbiased estimator; admissibility; simulation technique; reciprocal of the mean

Mathematics Subject Classification ID

62F10: Point estimation

Related Items

STATISTICAL INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSE GAUSSIAN DISTRIBUTION, Improved estimation of inverse Gaussian shape parameter and measure of dispersion with prior information, A comparison of various estimators of the mean of an inverse gaussian distribution

Cites Work

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• Statistical Properties of Inverse Gaussian Distributions. I
• Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
• Umvu estimators of the mode and limits of an interval for the inverse gaussian distribution
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• Umvu estimation for the inverse gaussian distribution I(μ,cμ²) with known c
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure