ESTIMATING THE MEAN OF AN INVERSE GAUSSIAN DISTRIBUTION WITH KNOWN COEFFICIENT OF VARIATION

被引：2

作者：

JOSHI, S ^{[1
]}

SHAH, M ^{[1
]}

机构：

[1] UNIV BOMBAY,DEPT STAT,BOMBAY 400098,INDIA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1991年 / 20卷 / 09期

关键词：

PRIOR DISTRIBUTION; BAYES ESTIMATORS; MINIMAX ESTIMATOR;

D O I：

10.1080/03610929108830675

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An estimation problem of the mean mu of an inverse Gaussian distribution I(mu,a-2-mu) with known coefficient of variation a is treated as a decision problem with loss functions which are invariant under scale changes. A class of Bayes estimators is proposed. It is shown that the equivariant estimators are minimax.

引用

页码：2907 / 2912

页数：6

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