Some improved estimators for a measures of dispersion of an inverse gaussian distribution

1 January 1988

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Theory and Methods

Vol. 17 (11) , 3935-3949
https://doi.org/10.1080/03610928808829847

Abstract

In this paper some improved estimators for the measure of dispersion of an inverse Gaussian distribution have been obtained. If some guessed value of λ is available in the form of a point esitmate λ₀ the shrikage technique has been applied and an estimator has been proposed which has smaller mean squared error than the usual estimator. Since the shrinkage estimator has better performance if the guessed value is in the vicinity of the true value, a shrinkage testimator has also been proposed and compared with the usual estimator.

Keywords

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