ESTIMATING THE MEAN OF AN INVERSE GAUSSIAN DISTRIBUTION WITH KNOWN COEFFICIENT OF VARIATION

被引：2
|
作者：
JOSHI, S [1 ]
SHAH, M [1 ]
机构：
[1] UNIV BOMBAY,DEPT STAT,BOMBAY 400098,INDIA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1991年 / 20卷 / 09期
关键词：
PRIOR DISTRIBUTION; BAYES ESTIMATORS; MINIMAX ESTIMATOR;
D O I：
10.1080/03610929108830675
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：
An estimation problem of the mean mu of an inverse Gaussian distribution I(mu,a-2-mu) with known coefficient of variation a is treated as a decision problem with loss functions which are invariant under scale changes. A class of Bayes estimators is proposed. It is shown that the equivariant estimators are minimax.
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页码：2907 / 2912
页数：6
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