A new property of the inverse Gaussian distribution with applications

✍ Scribed by Stavros Kourouklis

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 303 KB
• Volume: 32
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00068-5

✦ Synopsis

A monotone likelihood ratio property is shown to hold for the inverse Gaussian distribution. Applications of this property in decision theoretic point and interval estimation of the lambda parameter are indicated.