A new property of the inverse Gaussian distribution with applications (Q1359779)
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scientific article; zbMATH DE number 1031792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new property of the inverse Gaussian distribution with applications |
scientific article; zbMATH DE number 1031792 |
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A new property of the inverse Gaussian distribution with applications (English)
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6 July 1997
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The main result of the paper is a monotonicity property of the likelihood ratios of inverse Gaussian distributions. This is then used to obtain improved estimators and confidence intervals for one of the parameters of the distribution, in a style similar to Stein's famous results for normal distributions.
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monotone likelihood ratio
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Stein-type estimators
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inverse Gaussian distributions
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