A new property of the inverse Gaussian distribution with applications
type: Item
instance of: scholarly article
title: A new property of the inverse Gaussian distribution with applications
zbMATH Open document ID: 0881.62015
DOI: 10.1016/S0167-7152(96)00068-5
author: Stavros Kourouklis
published in: Statistics \& Probability Letters
publication date: 1997-07-06T00:00:00Z
review text: The main result of the paper is a monotonicity property of the likelihood ratios of inverse Gaussian distributions. This is then used to obtain improved estimators and confidence intervals for one of the parameters of the distribution, in a style similar to Stein's famous results for normal distributions.
reviewed by: Rudolf Grübel
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 1031792
zbMATH Keywords: monotone likelihood ratio
zbMATH Keywords: Stein-type estimators
zbMATH Keywords: inverse Gaussian distributions
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1031792