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A comparison of various estimators of the mean of an inverse gaussian distribution
Abstract:In this paper we consider the Inverse Gaussian distribution whose variance is proportional to the mean. Assuming that the data are available from IGD(,μ,c,μ 2), and also from its length biased version, simulation studies are presented to compare the MVUE and MLE in terms of their variances and mean square errors from both kinds of data. Some tables and graphs are provided to analyze the comparisons. Finally, some recommendations and conclusions are given when one or both kinds of data are available.
Keywords:Length biased distribution  maximum likelihood estimator  minimum variance unbiased estimator
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