A consistent method of estimation for the parameters of the three-parameter inverse Gaussian distribution

被引：5

作者：

Nagatsuka, Hideki ^{[1
]}

Balakrishnan, N. ^{[2
]}

机构：

[1] Tokyo Metropolitan Univ, Fac Syst Design, Hino, Tokyo 1910065, Japan

[2] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2013年 / 83卷 / 10期

关键词：

maximum likelihood method; mixed moments method; conditional method of moments; order statistics; threshold parameter; consistency; MODIFIED MOMENT ESTIMATION; MAXIMUM-LIKELIHOOD; STATISTICAL PROPERTIES;

D O I：

10.1080/00949655.2012.674130

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

In this paper, we propose a consistent method of estimation for the parameters of the three-parameter inverse Gaussian distribution. We then discuss some properties of these estimators and show by means of a Monte Carlo simulation study that the proposed estimators perform better than some other prominent estimators in terms of bias and root mean squared error. Finally, we present two real-life examples to illustrate the method of inference developed here.

引用

页码：1915 / 1931

页数：17

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