On Bayesian inference for the inverse Gaussian distribution

DOI10.1016/0167-7152(91)90146-IMaRDI QIDQ749084zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90146-i

zbMATH Keywords

proper priorreparametrizationinverse Gaussian distributionBayes estimatesdistribution meanposterior momentssquared variation coefficientt-distribution integral

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 4026547 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• A Purchase Incidence Model with Inverse Gaussian Interpurchase Times
• A regression method for censored inverse-Gaussian data
• Bayesian Results for the Inverse Gaussian Distribution with an Application
• Bayesian estimation of the reliability function of the inverse Gaussian distribution
• Statistical Properties of Inverse Gaussian Distributions. I
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Inverse Gaussian Distribution as a Lifetime Model

Cited in

(22)

• Robust Bayesian analysis of generalized inverted family of distributions
• STATISTICAL INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSE GAUSSIAN DISTRIBUTION
• Extensions of the conjugate prior through the Kullback--Leibler separators
• A Bayesian motivated Laplace inversion for multivariate probability distributions
• Ordered classification rules for inverse gaussian populations with unknown parameters
• scientific article; zbMATH DE number 33935 (Why is no real title available?)
• Bayesian inference for inverse Gaussian data with emphasis on the coefficient of variation
• Intrinsic objective Bayesian estimation of the mean of the Tweedie family
• Bayesian shrinkage estimators for a measure of dispersion of an inverse gaussian distribution
• A comparison of likelihood and bayesian inference for the threshold parameter in the inverse gaussian distribution
• Bayesian inference for double generalized linear regression models of the inverse Gaussian distribution
• Bayesian estimation of renewal function for inverse Gaussian renewal process
• Generalized inverse normal distributions
• Bayesian and fiducial inference for the inverse gaussian distribution via Gibbs sampler
• Survival Analysis for the Inverse Gaussian Distribution: Natural Conjugate and Jeffrey’s Priors
• scientific article; zbMATH DE number 7647986 (Why is no real title available?)
• Bayesian estimation of NIG models via Markov chain Monte Carlo methods
• Bayesian estimation of the reliability function of the inverse Gaussian distribution
• Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators
• Bayesian analysis of the inverse generalized gamma distribution using objective priors
• scientific article; zbMATH DE number 1963492 (Why is no real title available?)
• Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence

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