ESTIMATION OF THE RECIPROCAL OF THE MEAN OF THE INVERSE GAUSSIAN DISTRIBUTION WITH PRIOR INFORMATION

Housila P. Singh and Sheetal Pandit ()

Statistica, 2008, vol. 68, issue 2, 201-216

Abstract: This paper considers the problem of estimating the reciprocal of the mean of the Inverse Gaussian distribution when a prior estimate or guessed value of the shape parameter is available. We have proposed a class of estimators , say, for with its mean squared error formula. Realistic conditions are obtained in which the estimator is better than usual estimator, uniformly minimum variance unbiased estimator (UMVUE) and the minimum mean squared error estimator (MMSE). Numerical illustrations are given in support of the present study.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:68:y:2008:i:2:p:201-216

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