Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
- 1 September 1983
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 78 (383) , 660
- https://doi.org/10.2307/2288135
Abstract
For the inverse Gaussian distribution, we prove a general result concerning the expectation of a certain class of functions of the complete sufficient statistics. Uniformly minimum variance unbiased estimators of the rth cumulant and of several other parametric functions are obtained as special cases. The variance of the estimator for the case r = 2 is also given.Keywords
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