ON BAYESIAN-INFERENCE FOR THE INVERSE GAUSSIAN DISTRIBUTION

被引：10

作者：

BETRO, B

ROTONDI, R

机构：

[1] CNR - IAMI, I-20131 Milano

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 11卷 / 03期

关键词：

BAYES ESTIMATE; DISTRIBUTION MEAN; VARIATION COEFFICIENT; POSTERIOR MOMENTS; TERT-DISTRIBUTION INTEGRAL;

D O I：

10.1016/0167-7152(91)90146-I

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：

Bayesian results for the Inverse Gaussian distribution are derived considering a proper prior which enables, under reparametrization in terms of the distribution mean and of the inverse of the squared variation coefficient, of obtaining Bayes estimates of the parameters as well as of their inverses. The complexity of the estimates is shown to be close to the one of the integral of the standard t-distribution.

引用

页码：219 / 224

页数：6

共 12 条

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