A method for estimating parameters and quantiles of the three-parameter inverse Gaussian distribution based on statistics invariant to unknown location

DOI10.1080/00949655.2013.795564zbMath1453.62345OpenAlexW2100271406MaRDI QIDQ5219497

Hideki Nagatsuka, Narayanaswamy Balakrishnan

Publication date: 12 March 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2013.795564

zbMATH Keywords

order statisticsquantilethreshold parametermaximum-likelihood estimatorsconditional method of momentsmixed-moments method

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05)

Uses Software

• MersenneTwister

Cites Work

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• Estimation in the three-parameter inverse Gaussian distribution
• Double exponential formulas for numerical integration
• The inverse Gaussian distribution. Statistical theory and applications
• Statistical Properties of Inverse Gaussian Distributions. I
• Estimation for the three-parameter inverse gaussian distribution
• Maximum Likelihood Estimation of Parameters in the Inverse Gaussian Distribution, with Unknown Origin
• A comparison of likelihood and bayesian inference for the threshold parameter in the inverse gaussian distribution
• Mersenne twister
• Estimation of the Inverse Gaussian Distribution Function
• Tables of Inverse Gaussian Percentage Points

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