Some improved estimators for a measures of dispersion of an inverse gaussian distribution

DOI10.1080/03610928808829847zbMath0696.62106OpenAlexW2067381133MaRDI QIDQ3473086

B. N. Pandey, Henrick John Malik

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829847

zbMATH Keywords

mean squared errorinverse Gaussian distributionbiasmaximum likelihood estimatecomplete sufficient statisticmeasure of dispersionshrinkage techniqueshrinkage testimator

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (6)

Bayesian shrinkage estimators for a measure of dispersion of an inverse gaussian distribution ⋮ Estimation of a common mean of several univariate inverse Gaussian populations ⋮ Inadmissibility of the uniformly minimum variance unbiased estimator of the inverse gaussian variance ⋮ 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

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• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Statistical Properties of Inverse Gaussian Distributions. I
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Optimum Test Procedures for the Mean of First Passage Time Distribution in Brownian Motion with Positive Drift (Inverse Gaussian Distribution)
• On the Inverse Gaussian Distribution Function
• Inverse Statistical Variates

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