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

Sanaa Ismail and Hesham Auda

Journal of Applied Statistics, 2006, vol. 33, issue 8, 787-805

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.

Keywords: Gibbs sampler; Bayesian inference; Fiducial inference (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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DOI: 10.1080/02664760600742268

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