A comparison of various estimators of the mean of an inverse gaussian distribution

1 February 1992

journal article
research article
Published by Taylor & Francis in Journal of Statistical Computation and Simulation

Vol. 40 (1-2) , 71-81
https://doi.org/10.1080/00949659208811366

Abstract

In this paper we consider the Inverse Gaussian distribution whose variance is proportional to the mean. Assuming that the data are available from IGD(,μ,c,μ ²), and also from its length biased version, simulation studies are presented to compare the MVUE and MLE in terms of their variances and mean square errors from both kinds of data. Some tables and graphs are provided to analyze the comparisons. Finally, some recommendations and conclusions are given when one or both kinds of data are available.

Keywords

This publication has 15 references indexed in Scilit:

Natural Real Exponential Families with Cubic Variance Functions
The Annals of Statistics, 1990
Estimation of the mean and the reciprocal of the mean of the inverse Gaussian distribution
Communications in Statistics - Simulation and Computation, 1989
Some improved estimators for a measures of dispersion of an inverse gaussian distribution
Communications in Statistics - Theory and Methods, 1988
Umvu estimation for the inverse gaussian distribution I(μ,cμ2) with known c
Communications in Statistics - Theory and Methods, 1987
Survival models with two phases and length biased sampling
Communications in Statistics - Theory and Methods, 1985
Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
Journal of the American Statistical Association, 1983
The Simulation of Generalized Inverse Gaussian and Hyperbolic Random Variables
SIAM Journal on Scientific and Statistical Computing, 1982
Natural Exponential Families with Quadratic Variance Functions
The Annals of Statistics, 1982
Generating Random Variates Using Transformations with Multiple Roots
The American Statistician, 1976
Proportional Sampling in Life Length Studies
Technometrics, 1967