A comparison of likelihood and Bayesian inference for the threshold parameter in the inverse Gaussian distribution

被引：4

作者：

Desmond, AF ^{[1
]}

Yang, ZL ^{[1
]}

机构：

[1] Univ Guelph, Dept Math & Stat, Guelph, ON N1G 2W1, Canada

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1998年 / 27卷 / 09期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Bayesian estimation; inverse Gaussian distribution; maximum likelihood estimation; threshold parameter;

D O I：

10.1080/03610929808832221

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：

Likelihood and Bayesian inferences for the threshold parameter of the three parameter inverse Gaussian distribution are compared and contrasted. When there is no prior information available and sample size is moderate, theoretical and empirical results suggest advantages to the Bayesian approach. Use of the conjugate prior can favorably affect the Bayesian inference in a substantial way.

引用

页码：2173 / 2183

页数：11

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[No title captured]

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