ESTIMATION FOR THE 3-PARAMETER INVERSE GAUSSIAN DISTRIBUTION

被引：20

作者：

PADGETT, WJ

WEI, LJ

机构：

[1] Department of Mathematics, Computer Science, and Statistics, University of South Carolina, Columbia

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1979年 / 8卷 / 02期

基金：

美国国家科学基金会;

关键词：

Brownian motion; first passage time distribution; lifetime model; likelihood estimators; maximum; moment estimators;

D O I：

10.1080/03610927908827744

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 three-parameter inverse Gaussian distribution is defined and moment estimators and maximum likelihood estimators are ob-tained. The moment estimators are found in closed form and their asymptotic normality is proven. A sufficient condition is provided for the existence of the maximum likelihood estimators. © 1979, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：129 / 137

页数：9

共 13 条

[1] ESTIMATION OF INVERSE GAUSSIAN DISTRIBUTION FUNCTION [J].