Bayesian estimation of the 3-parameter inverse Gaussian distribution.

Mahmoud, Mohamed. "Bayesian estimation of the 3-parameter inverse Gaussian distribution.." Trabajos de Estadística 6.1 (1991): 45-62. <http://eudml.org/doc/40550>.

@article{Mahmoud1991,
abstract = {The three-parameter inverse Gaussian distribution is used as an alternative model for the three parameter lognormal, gamma and Weibull distributions for reliability problems. In this paper Bayes estimates of the parameters and reliability function of a three parameter inverse Gaussian distribution are obtained. Posterior variance estimates are compared with the variance of their maximum likelihood counterparts. Numerical examples are given.},
author = {Mahmoud, Mohamed},
journal = {Trabajos de Estadística},
keywords = {Inferencia bayesiana; Distribución de Gauss; Función de pérdida; Fiabilidad; Jeffreys prior; squared error loss function; approximate Bayes estimate; comparisons; reliability functions; three parameter inverse Gaussian distribution; posterior variance estimates; numerical examples},
language = {eng},
number = {1},
pages = {45-62},
title = {Bayesian estimation of the 3-parameter inverse Gaussian distribution.},
url = {http://eudml.org/doc/40550},
volume = {6},
year = {1991},
}

TY - JOUR
AU - Mahmoud, Mohamed
TI - Bayesian estimation of the 3-parameter inverse Gaussian distribution.
JO - Trabajos de Estadística
PY - 1991
VL - 6
IS - 1
SP - 45
EP - 62
AB - The three-parameter inverse Gaussian distribution is used as an alternative model for the three parameter lognormal, gamma and Weibull distributions for reliability problems. In this paper Bayes estimates of the parameters and reliability function of a three parameter inverse Gaussian distribution are obtained. Posterior variance estimates are compared with the variance of their maximum likelihood counterparts. Numerical examples are given.
LA - eng
KW - Inferencia bayesiana; Distribución de Gauss; Función de pérdida; Fiabilidad; Jeffreys prior; squared error loss function; approximate Bayes estimate; comparisons; reliability functions; three parameter inverse Gaussian distribution; posterior variance estimates; numerical examples
UR - http://eudml.org/doc/40550
ER -