Conditional information for an inverse Gaussian distribution with known coefficient of variation

DOI10.1007/BF00049396zbMath0691.62008OpenAlexW1967145962MaRDI QIDQ582735

Kōsei Iwase, Katuomi Hirano

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00049396

zbMATH Keywords

maximum likelihood estimatorancillary statisticConditional inferenceknown coefficient of variationmean of an inverse Gaussian distributionnormal approximationsobserved second derivative of the log likelihood functionsample information

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05)

Related Items (1)

Estimation of a common mean of several univariate inverse Gaussian populations

Cites Work

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• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Statistical Properties of Inverse Gaussian Distributions. I
• Conditional inference about a normal mean with known coefficient of variation
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• The Solution of Algebraic and Transcendental Equations by Iteration

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