Some improved estimators for a measures of dispersion of an inverse gaussian distribution |
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Authors: | SN Pandey HJ Malik |
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Institution: | 1. University of Guelph , Guelph, Onetario, N1G 2WI, Canada;2. University of Guelph , Guelph, Ontario, N1G 2WI, Canada |
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Abstract: | In this paper some improved estimators for the measure of dispersion of an inverse Gaussian distribution have been obtained. If some guessed value of λ is available in the form of a point esitmate λ0 the shrikage technique has been applied and an estimator has been proposed which has smaller mean squared error than the usual estimator. Since the shrinkage estimator has better performance if the guessed value is in the vicinity of the true value, a shrinkage testimator has also been proposed and compared with the usual estimator. |
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Keywords: | Inverse Gaussian distribution measure of dispersion maximum likelihood estimate complete sufficient statistic bias mean squared error shrinkage technique shrinkage testimator |
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