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 |
|---|---|
| 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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| _version_ | 1849730599689912320 |
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| collection | DOAJ |
| description | 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 of
this class can easily be computed using continued fractions |
| format | Article |
| id | doaj-art-e565da67a4774089b2e629581a8918fe |
| institution | DOAJ |
| issn | 1016-1104 2345-6914 |
| language | English |
| publishDate | 1997-03-01 |
| publisher | University of Tehran |
| record_format | Article |
| series | Journal of Sciences, Islamic Republic of Iran |
| spelling | doaj-art-e565da67a4774089b2e629581a8918fe2025-08-20T03:08:48ZengUniversity of TehranJournal of Sciences, Islamic Republic of Iran1016-11042345-69141997-03-018131150ESTIMATING THE MEAN OF INVERSE GAUSSIAN DISTRIB WTION WITH KNOWN COEFFICIENT OF VARIATION UNDER ENTROPY LOSSAn 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 of this class can easily be computed using continued fractionshttps://jsciences.ut.ac.ir/article_31150_e6495458c2b2f55ab4f53eb88e6891a8.pdf |
| spellingShingle | ESTIMATING THE MEAN OF INVERSE
GAUSSIAN DISTRIB WTION WITH KNOWN
COEFFICIENT OF VARIATION UNDER
ENTROPY LOSS Journal of Sciences, Islamic Republic of Iran |
| title | ESTIMATING THE MEAN OF INVERSE
GAUSSIAN DISTRIB WTION WITH KNOWN
COEFFICIENT OF VARIATION UNDER
ENTROPY LOSS |
| title_full | ESTIMATING THE MEAN OF INVERSE
GAUSSIAN DISTRIB WTION WITH KNOWN
COEFFICIENT OF VARIATION UNDER
ENTROPY LOSS |
| title_fullStr | ESTIMATING THE MEAN OF INVERSE
GAUSSIAN DISTRIB WTION WITH KNOWN
COEFFICIENT OF VARIATION UNDER
ENTROPY LOSS |
| title_full_unstemmed | ESTIMATING THE MEAN OF INVERSE
GAUSSIAN DISTRIB WTION WITH KNOWN
COEFFICIENT OF VARIATION UNDER
ENTROPY LOSS |
| title_short | ESTIMATING THE MEAN OF INVERSE
GAUSSIAN DISTRIB WTION WITH KNOWN
COEFFICIENT OF VARIATION UNDER
ENTROPY LOSS |
| title_sort | estimating the mean of inverse gaussian distrib wtion with known coefficient of variation under entropy loss |
| url | https://jsciences.ut.ac.ir/article_31150_e6495458c2b2f55ab4f53eb88e6891a8.pdf |