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A note on interval estimation for the mean of inverse Gaussian distribution
| dc.contributor.author | Arefi, M. |
| dc.contributor.author | Mohtashami Borzadaran, G.R. |
| dc.contributor.author | Vaghei, Y. |
| dc.date.accessioned | 2010-04-27T14:39:43Z |
| dc.date.available | 2010-04-27T14:39:43Z |
| dc.date.issued | 2008 |
| dc.identifier.citation | Arefi, M.; Mohtashami Borzadaran, G.R.; Vaghei, Y. A note on interval estimation for the mean of inverse Gaussian distribution. "SORT", vol. 32, núm. 1, p. 49-56. |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/8943 |
| dc.description.abstract | In this paper, we study the interval Estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, we simulate the coverage probabilities for the confidence intervals considered. The results show that the likelihood ratio interval is the best interval and Wald interval has the poorest performance. |
| dc.format.extent | 8 p. |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
| dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística |
| dc.subject.lcsh | Mathematical statistics |
| dc.subject.lcsh | Distribution (Probability theory) |
| dc.subject.other | Wald Interval |
| dc.subject.other | Score Interval |
| dc.subject.other | Likelihood ratio |
| dc.subject.other | Coverage probability |
| dc.title | A note on interval estimation for the mean of inverse Gaussian distribution |
| dc.type | Article |
| dc.subject.lemac | Estadística matemàtica |
| dc.subject.lemac | Distribució (Teoria de la probabilitat) |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::62 Statistics::62F Parametric inference |
| dc.subject.ams | Classificació AMS::62 Statistics::62E Distribution theory |
| dc.rights.access | Open Access |
| local.citation.author | Arefi, M.; Mohtashami Borzadaran, G.R.; Vaghei, Y. |
| local.citation.publicationName | SORT |
| local.citation.volume | 32 |
| local.citation.number | 1 |
| local.citation.startingPage | 49 |
| local.citation.endingPage | 56 |
