ESTIMATING THE MEAN OF INVERSE GAUSSIAN DISTRIB WTION WITH KNOWN COEFFICIENT OF VARIATION UNDER ENTROPY LOSS
An estimation problem of the mean µ of an inverse Gaussian distribution IG(µ, C µ) with known coefficient of variation c is treated as a decision problem with entropy loss function. A class of Bayes estimators is constructed, and shown to include MRSE estimator as its closure. Two important members...
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| Format: | Article |
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| Language: | English |
| Published: |
University of Tehran
1997-03-01
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| Series: | Journal of Sciences, Islamic Republic of Iran |
| Online Access: | https://jsciences.ut.ac.ir/article_31150_e6495458c2b2f55ab4f53eb88e6891a8.pdf |
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