ESTIMATION OF A COMMON-MEAN OF SEVERAL UNIVARIATE INVERSE GAUSSIAN POPULATIONS

被引：8
|
作者：
AHMAD, M
CHAUBEY, YP
SINHA, BK
机构：
[1] UNIV QUEBEC,DEPT MATH & INFORMAT,MONTREAL H3C 3P8,QUEBEC,CANADA
[2] CONCORDIA UNIV,DEPT MATH,MONTREAL H3G 1M8,QUEBEC,CANADA
[3] UNIV MARYLAND,FACHBEREICH MATH & STAT,CATONSVILLE,MD 21228
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1991年 / 43卷 / 02期
关键词：
INVERSE-GAUSSIAN POPULATION; GRAYBILL-DEAL TYPE ESTIMATE; SQUARED ERROR LOSS; EQUIVARIANT ESTIMATOR; ADMISSIBILITY;
D O I：
10.1007/BF00118641
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 problem of estimating the common mean mu of k independent and univariate inverse Gaussian populations IG(mu, lambda-i), i = 1,..., k with unknown and unequal lambda's is considered. The difficulty with the maximum likelihood estimator of mu is pointed out, and a natural estimator mu approximately of mu along the lines of Graybill and Deal is proposed. Various finite sample properties and some decision-theoretic properties of mu approximately are discussed.
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页码：357 / 367
页数：11
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