Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation

DOI10.1080/03610928908829892zbMath0696.62104OpenAlexW2156006619MaRDI QIDQ3473083

Kōsei Iwase, Katuomi Hirano

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

zbMATH Keywords

loss functioninverse Gaussian distributionancillary statisticPitman estimatorknown coefficient of variationscale equivariant estimator

Mathematics Subject Classification ID

Point estimation (62F10)

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

• Unnamed Item
• 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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