Bayes Estimator of Inverse Gaussian Parameters Under General Entropy Loss Function Using Lindley's Approximation

DOI10.1080/03610910701884054zbMath1274.62210OpenAlexW2007205419MaRDI QIDQ3543719

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Publication date: 4 December 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701884054

zbMATH Keywords

LINEX loss functionLindley's approximationsquared error loss functiongeneral entropy loss functionBayes estimatesrisks of estimators

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites Work

• Unnamed Item
• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian approach to life testing and reliability estimation using asymmetric loss function
• Statistical Properties of Inverse Gaussian Distributions. I
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Bayesian Results for the Inverse Gaussian Distribution with an Application
• The Inverse Gaussian Distribution as a Lifetime Model
• On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function

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