Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation
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Publication:3473083
DOI10.1080/03610928908829892zbMath0696.62104OpenAlexW2156006619MaRDI QIDQ3473083
Publication date: 1989
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908829892
loss functioninverse Gaussian distributionancillary statisticPitman estimatorknown coefficient of variationscale equivariant estimator
Related Items (6)
Sequential estimation of an inverse Gaussian mean with known coefficient of variation ⋮ MINIMUM DISCRIMINATION INFORMATION ESTIMATOR OF THE INVERSE GAUSSIAN MEAN WITH KNOWN COEFFICIENT OF VARIATION ⋮ Estimation of a common mean of several univariate inverse Gaussian populations ⋮ Improved estimation of inverse Gaussian shape parameter and measure of dispersion with prior information ⋮ Estimation for a scale parameter with known coefficient of variation ⋮ Sequential analysis applied to testing the mean of an inverse gaussian distribution with known coefficient of variation
Cites Work
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- Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
- Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
- Conditional inference about a normal mean with known coefficient of variation
- A Note on Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- The Utilization of a Known Coefficient of Variation in the Estimation Procedure
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