A note on interval estimation for the mean of inverse Gaussian distribution.

M. Arefi; G. R. Mohtashami Borzadaran; Y. Vaghei

SORT (2008)

  • Volume: 32, Issue: 1, page 49-56
  • ISSN: 1696-2281

Abstract

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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.

How to cite

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Arefi, M., Mohtashami Borzadaran, G. R., and Vaghei, Y.. "A note on interval estimation for the mean of inverse Gaussian distribution.." SORT 32.1 (2008): 49-56. <http://eudml.org/doc/42039>.

@article{Arefi2008,
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.},
author = {Arefi, M., Mohtashami Borzadaran, G. R., Vaghei, Y.},
journal = {SORT},
keywords = {Wald interval; score interval; likelihood ratio; coverage probability},
language = {eng},
number = {1},
pages = {49-56},
title = {A note on interval estimation for the mean of inverse Gaussian distribution.},
url = {http://eudml.org/doc/42039},
volume = {32},
year = {2008},
}

TY - JOUR
AU - Arefi, M.
AU - Mohtashami Borzadaran, G. R.
AU - Vaghei, Y.
TI - A note on interval estimation for the mean of inverse Gaussian distribution.
JO - SORT
PY - 2008
VL - 32
IS - 1
SP - 49
EP - 56
AB - 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.
LA - eng
KW - Wald interval; score interval; likelihood ratio; coverage probability
UR - http://eudml.org/doc/42039
ER -

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