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 Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/8943 |
| Acceso en línea: | https://hdl.handle.net/2099/8943 |
| Access Level: | acceso abierto |
| Palabra clave: | Mathematical statistics Distribution (Probability theory) Wald Interval Score Interval Likelihood ratio Coverage probability Estadística matemàtica Distribució (Teoria de la probabilitat) Classificació AMS::62 Statistics::62F Parametric inference Classificació AMS::62 Statistics::62E Distribution theory Àrees temàtiques de la UPC::Matemàtiques i estadística |
| 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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