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A new property of the inverse Gaussian distribution with applications

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  • Kourouklis, Stavros

Abstract

A monotone likelihood ratio property is shown to hold for the inverse Gaussian distribution. Applications of this property in decision theoretic point and interval estimation of the lambda parameter are indicated.

Suggested Citation

  • Kourouklis, Stavros, 1997. "A new property of the inverse Gaussian distribution with applications," Statistics & Probability Letters, Elsevier, vol. 32(2), pages 161-166, March.
    • Handle: RePEc:eee:stapro:v:32:y:1997:i:2:p:161-166
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    References listed on IDEAS

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    1. Manzoor Ahmad & Y. Chaubey & B. Sinha, 1991. "Estimation of a common mean of several univariate inverse Gaussian populations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 357-367, June.
    2. Hsieh, H. K. & Korwar, R. M. & Rukhin, A. L., 1990. "inadmissibility of the maximum likelihood estimator of the inverse gaussian mean," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 83-90, January.
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    Cited by:

    1. Iliopoulos G. & Kourouklis S., 2000. "Interval Estimation For The Ratio Of Scale Parameters And For Ordered Scale Parameters," Statistics & Risk Modeling, De Gruyter, vol. 18(2), pages 169-184, February.

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