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Bayesian shrinkage estimators for a measure of dispersion of an inverse gaussian distribution |
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| Authors: | BN Pandey HJ Malik PK Dubey |
| Institution: | 1. Department of Statistics , Banaras Hindu University , Varanasi, 221 005, India;2. Department of Mathematics and Statistics , University of Guelph , Ontario, N1 G2 W1, Canada |
| Abstract: | The Bayesian shrinkage estimation for a measure of dispersion with known mean is studied for the inverse Gaussian distribution. An optimum choice of the shrinkage factor and the properties of the proposed Bayesian shrinkage estimators are being studied. It is shown that these estimators have smaller risk than the usual estimator of the reciprocal measure of dispersion. |
| Keywords: | Inverse Gaussian distribution Measure of dispersion Bayes estimator Shrinkage technique Risk Bayes risk |