INADMISSIBILITY OF THE MAXIMUM-LIKELIHOOD ESTIMATOR OF THE INVERSE GAUSSIAN MEAN

被引：7
|
作者：
HSIEH, HK
KORWAR, RM
RUKHIN, AL
机构：
[1] Department of Mathematics and Statistics, University of Massachusetts, Amherst
来源：
STATISTICS & PROBABILITY LETTERS | 1990年 / 9卷 / 01期
基金：
美国国家科学基金会;
关键词：
Inadmissibility; inverse Gaussian distribution; mean squared error; sample mean;
D O I：
10.1016/0167-7152(90)90099-S
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：
The traditional estimator of the mean of an inverse Gaussian distribution is the sample mean, which is the maximum likelihood estimator and the best unbiased estimator. In this paper alternative estimators of this parameter are introduced. They are shown to improve under quadratic loss on the sample mean which establishes the inadmissibility of the latter. To illustrate the extent of the improvement some numerical results are given. © 1990.
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页码：83 / 90
页数：8
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