A new property of the inverse Gaussian distribution with applications

Stavros Kourouklis

Statistics & Probability Letters, 1997, vol. 32, issue 2, 161-166

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.

Keywords: Inverse; Gaussian; distribution; Monotone; likelihood; ratio; property; Decision; theory; Improved; point; estimation; Improved; interval; estimation; Stein-type; estimator; Brewster-Zidek-type; estimator (search for similar items in EconPapers)
Date: 1997
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