Inadmissibility of the maximum likelihood estimator of the inverse Gaussian mean

DOI10.1016/0167-7152(90)90099-SzbMath0687.62008MaRDI QIDQ1263179

Ramesh M. Korwar, Andrew. L. Rukhin, Hui K. Hsieh

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

numerical resultsmean squared errormaximum likelihood estimatorinverse Gaussian distributioninadmissibilitysample meanquadratic lossestimator of the mean

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items

Single observation unbiased priors ⋮ A new property of the inverse Gaussian distribution with applications ⋮ Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution ⋮ Shrinkage estimation for the mean of the inverse Gaussian population ⋮ Estimation of a common mean of several univariate inverse Gaussian populations ⋮ Inadmissibility of the uniformly minimum variance unbiased estimator of the inverse gaussian variance

Cites Work

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• Statistical Properties of Inverse Gaussian Distributions. I
• Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
• On the Uniformly Minimum Variance Unbiased Estimators of the Variance and its Reciprocal of an Inverse Gaussian Distribution
• The Inverse Gaussian Distribution as a Lifetime Model
• Best Tests for Zero Drift Based on First Passage Times in Brownian Motion
• Inverse Statistical Variates
• The Regression of the Sample Variance on the Sample Mean

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