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Author
Pandey Himanshu, Rao Arun
Title
Bayesian Estimation of Scale Parameter of Inverse Gaussian Distribution Using Lines Loss Function
Source
Statistics in Transition, 2009, vol. 10, nr 1, s. 101-108, bibliogr. s. 108
Keyword
Estymatory, Estymacja bayesowska
Estimators, Bayesian estimation
Note
summ.
Abstract
In this paper we have obtained Bayes estimator of the scale parameter of Inverse Gaussian Distribution. The loss function used is lines. A number of prior distributions have been considered and Bayes estimators have been compared with corresponding estimators with squared error loss function. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
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Bibliography
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  1. BASU, A.P. and EBRAHIMI, N. (1991): Bayesian approach to life testing and reliability estimation using asymmetric loss function - Jour. Stat. Plann. Infer., 29, 21-31.
  2. CHHIKARA, R.S. and FOLKS, J.L. (1989) : The Inverse Gaussian distribution theory, methodology and applications. Vol. 95, Marcel Dekker, Inc., New York.
  3. COHEN, A.C. and WHITTEN, B.J. (1988) : Parameter estimation in reliability and life span models. Vol. 96, Marcel Dekker, Inc., New York.
  4. TWEEDIE, M.C.K. (1957 a) : Statistical properties of the inverse Gaussian distribution I.Ann. Math. Stat., 28, 362-377.
  5. TWEEDIE, M.C.K. (1957 b) : Statistical properties of the inverse Gaussian distribution II. Ann. Math. Stat., 28, 695-705.
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ISSN
1234-7655
Language
eng
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