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A Property of the Generalized Inverse Gaussian Distribution with Some Applications

✍ Scribed by Paul Embrechts

Book ID
115458620
Publisher
Applied Probability Trust
Year
1983
Tongue
English
Weight
617 KB
Volume
20
Category
Article
ISSN
0021-9002

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A new property of the inverse Gaussian d
A new property of the inverse Gaussian distribution with applications
✍ Stavros Kourouklis πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 303 KB

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.