MINIMUM DISCRIMINATION INFORMATION ESTIMATOR OF THE INVERSE GAUSSIAN MEAN WITH KNOWN COEFFICIENT OF VARIATION
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Publication:4540700
DOI10.1081/STA-120002430zbMath0991.62012OpenAlexW1971267444MaRDI QIDQ4540700
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120002430
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Cites Work
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- Statistical Properties of Inverse Gaussian Distributions. I
- Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation
- Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
- Generating Random Variates Using Transformations with Multiple Roots
- 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
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