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Bayesian and fiducial inference for the inverse gaussian distribution via Gibbs sampler

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  • Sanaa Ismail
  • Hesham Auda

Abstract

This paper presents a kernel estimation of the distribution of the scale parameter of the inverse Gaussian distribution under type II censoring together with the distribution of the remaining time. Estimation is carried out via the Gibbs sampling algorithm combined with a missing data approach. Estimates and confidence intervals for the parameters of interest are also presented.

Suggested Citation

  • Sanaa Ismail & Hesham Auda, 2006. "Bayesian and fiducial inference for the inverse gaussian distribution via Gibbs sampler," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(8), pages 787-805.
    • Handle: RePEc:taf:japsta:v:33:y:2006:i:8:p:787-805
    DOI: 10.1080/02664760600742268
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    Cited by:

    1. Khan, Nida & Aslam, Muhammad, 2019. "Statistical Analysis of Location Parameter of Inverse Gaussian Distribution Under Noninformative Priors," Journal of Quantitative Methods, University of Management and Technology, Lahore, Pakistan, vol. 3(2), pages 62-76.

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