Bayesian Estimation of Scale Parameter of Inverse Gaussian Distribution Using Lines Loss Function

• Autorzy: Himanshu Pandey , Arun Rao
• Języki publikacji: EN

Abstrakty

EN

In this paper we have obtained Bayes estimator of the scale parameter of Inverse Gaussian Distribution. The loss function used is lines. A number of prior distributions have been considered and Bayes estimators have been compared with corresponding estimators with squared error loss function. (original abstract)

Słowa kluczowe

EN

Estimators; Bayesian estimation

PL

Estymatory; Estymacja bayesowska

• Czasopismo: Statistics in Transition
• Rocznik: 2009
• Tom: 10
• Numer: nr 1
• Strony: 101--108

Twórcy

autor

Himanshu Pandey

autor

Arun Rao

Bibliografia

• BASU, A.P. and EBRAHIMI, N. (1991): Bayesian approach to life testing and reliability estimation using asymmetric loss function - Jour. Stat. Plann. Infer., 29, 21-31.
• CHHIKARA, R.S. and FOLKS, J.L. (1989) : The Inverse Gaussian distribution theory, methodology and applications. Vol. 95, Marcel Dekker, Inc., New York.
• COHEN, A.C. and WHITTEN, B.J. (1988) : Parameter estimation in reliability and life span models. Vol. 96, Marcel Dekker, Inc., New York.
• TWEEDIE, M.C.K. (1957 a) : Statistical properties of the inverse Gaussian distribution I.Ann. Math. Stat., 28, 362-377.
• TWEEDIE, M.C.K. (1957 b) : Statistical properties of the inverse Gaussian distribution II. Ann. Math. Stat., 28, 695-705.