On estimating common mean of several inverse Gaussian distributions

被引：3

作者：

Bera, Samadrita ^{[1
]}

Jana, Nabakumar ^{[1
]}

机构：

[1] Indian Inst Technol ISM, Dept Math & Comp, Dhanbad 826004, Bihar, India

来源：

METRIKA | 2022年 / 85卷 / 01期

关键词：

Graybill-Deal estimator; Second-order admissible; Pitman nearness; Coefficient of variation; Common mean; Profile likelihood; TESTING EQUALITY; SHAPE-PARAMETERS; INFERENCE; ADMISSIBILITY;

D O I：

10.1007/s00184-021-00829-y

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：

Estimation of the common mean of inverse Gaussian distributions with different scale-like parameters is considered. We study finite sample properties, second-order admissibility and Pitman closeness properties of the Graybill-Deal estimator of the common mean. The best asymptotically normal estimator of the common mean is derived when the coefficients of variations are known. When the scale-like parameters are unknown but ordered, an improved estimator of the common mean is proposed. We also derive estimators of the common mean using the modified profile likelihood method. A simulation study has been performed to compare among the estimators.

引用

页码：115 / 139

页数：25

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