Interval estimation for the exponential inverse Gaussian distribution

DOI10.1080/00949650601079474zbMath1136.62027OpenAlexW2039476798MaRDI QIDQ3497825

Sutaip L. C. Saw, Jongsay Yong

Publication date: 28 May 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650601079474

zbMATH Keywords

exponential inverse Gaussianthird-order likelihood methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25)

Related Items (1)

Reliability Studies of the Log-Exponential Inverse Gaussian Distribution

Uses Software

• SAS
• SAS/QC

Cites Work

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• Modified signed log likelihood ratio
• Probability of correct selection of weibull versus gamma based on livelihood ratio
• Further analysis of the data by Akaike's information criterion and the finite corrections
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Simple and accurate inference for the mean of the gamma model
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• THE LOG-EIG DISTRIBUTION: A NEW PROBABILITY MODEL FOR LIFETIME DATA
• On Information and Sufficiency

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