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Estimation for the three-parameter inverse gaussian distribution |
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| Authors: | WJ Padgett LJ Wei |
| Institution: | Department of Mathematics, Computer Science, and Statistics , University of South Carolina , Columbia, South Carolina, 29208 |
| Abstract: | The three-parameter inverse Gaussian distribution is defined and moment estimators and maximum likelihood estimators are obtained. The moment estimators are found in closed form and their asymprotic normality is proven. A sufficient condition is provided for the existence of the maximum likelihood estimators. |
| Keywords: | lifetime model moment estimators maximum likelihood estimators Brownian motion first passage time distribution |