Estimation for the three-parameter inverse gaussian distribution
- 1 January 1979
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 8 (2) , 129-137
- https://doi.org/10.1080/03610927908827744
Abstract
The three-parameter inverse Gaussian distribution is defined and moment estimators and maximum likelihood estimators are obtained. The moment estimators are found in closed form and their asymprotic normality is proven. A sufficient condition is provided for the existence of the maximum likelihood estimators.Keywords
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