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

DOI10.1080/03610918908812813zbMath0695.62075OpenAlexW2042735026MaRDI 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 errorinverse Gaussian distributionbiasuniformly minimum variance unbiased estimatoradmissibilitysimulation techniquereciprocal of the mean

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

STATISTICAL INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSE GAUSSIAN DISTRIBUTION ⋮ Ordered classification rules for inverse gaussian populations with unknown parameters ⋮ Improved estimation of inverse Gaussian shape parameter and measure of dispersion with prior information ⋮ Estimation of the reciprocal of the mean of the Inverse Gaussian distribution with prior information ⋮ A comparison of various estimators of the mean of an inverse gaussian distribution

Cites Work

• Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
• 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
• On the Uniformly Minimum Variance Unbiased Estimators of the Variance and its Reciprocal of an Inverse Gaussian Distribution
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• 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