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Improved estimation for the parameters of an inverse gaussian distribution |
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| Authors: | Gina Bravo Brenda Macgibbon |
| Institution: | 1. Départment de mathématiques et dínformatique, faculté des sciences $inst:Université de sherbrooke, , Université de sherbrooke, Sherbrooke, J1K2R1, Canada;2. Départment de mathématiqueset dínformatique , Université du qucbéc a montréal , Montreal, H3C3P8, Canada |
| Abstract: | James-Stein estimators are proposed for the #-parameter of an inverse Gaussian #G# distribution. The estimators of this class have smaller expected quadratic loss than the maximum likelihood estimator usually employed when analysing real sets of data. This problem is also studied for the case of an unknown nuisance parameter. Finally, improved estimators are considered for # in the two sample problem. |
| Keywords: | Inverse gaussian improved estimation James-stein estimators |