TESTING FOR THE MEAN OF THE INVERSE GAUSSIAN DISTRIBUTION AND ADAPTIVE ESTIMATION OF PARAMETERS

被引：2

作者：

PANDEY, BN ^{[1
]}

MALIK, HJ ^{[1
]}

机构：

[1] UNIV GUELPH,DEPT MATH & STAT,GUELPH N1G 2W1,ONTARIO,CANADA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1990年 / 19卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Adaptive estimation; distribution; Inverse Gaussion distribution. Wald; Modified likelihood ratio; Probability of correct selection;

D O I：

10.1080/03610929008830223

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：

This paper provides the modified likelihood ratio criterion for testing whether the mean of the inverse Gaussian distribution can be set to unity giving rise to Standard form of the Wald distribution. Estimates of probability of correct selection has been obtained on the basis of a Monte Carlo study of 1,000 samples. Finally a set of adaptive estimators for the parameters are proposed and studied on the basis of data generated from the two distributions. © 1990, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：629 / 637

页数：9

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