A note on interval estimation for the mean of inverse Gaussian distribution

dc.contributor.author
Arefi, M.
dc.contributor.author
Mohtashami Borzadaran, G. R.
dc.contributor.author
Vaghei, Y.
dc.date.issued
2008
dc.identifier
https://ddd.uab.cat/record/97492
dc.identifier
urn:oai:ddd.uab.cat:97492
dc.identifier
urn:articleid:20138830v32n1p49
dc.identifier
urn:oai:raco.cat:article/144061
dc.description.abstract
In this paper, we study the interval estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, we simulate the coverage probabilities for the confidence intervals considered. The results show that the likelihood ratio interval is the best interval and Wald interval has the poorest performance.
dc.format
application/pdf
dc.language
eng
dc.publisher
dc.relation
SORT : statistics and operations research transactions ; Vol. 32, Núm. 1 (January-June 2008), p. 49-56
dc.rights
open access
dc.rights
Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
dc.rights
https://creativecommons.org/licenses/by-nc-nd/3.0/
dc.subject
Wald Interval
dc.subject
Score Interval
dc.subject
Likelihood ratio
dc.subject
Coverage probability
dc.title
A note on interval estimation for the mean of inverse Gaussian distribution
dc.type
Article


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