A note on interval estimation for the mean of inverse Gaussian distribution
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...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2008 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:97492 |
| Acceso en línea: | https://ddd.uab.cat/record/97492 |
| Access Level: | acceso abierto |
| Palabra clave: | Wald Interval Score Interval Likelihood ratio Coverage probability |
| Sumario: | 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. |
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