SORT-Statistics and Operations Research Transactions, ( ISI ), Volume (32), No (1), Year (2008-1) , Pages (49-56)

Title : ( A note on interval estimation for the mean of inverse Gaussian distribution )

Authors: M. Arefi , Gholam Reza Mohtashami Borzadaran , Y. Vaghei ,

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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.

Keywords

, Wald Interval, Score Interval, Likelihood ratio, coverage probability
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@article{paperid:1006883,
author = {M. Arefi and Mohtashami Borzadaran, Gholam Reza and Y. Vaghei},
title = {A note on interval estimation for the mean of inverse Gaussian distribution},
journal = {SORT-Statistics and Operations Research Transactions},
year = {2008},
volume = {32},
number = {1},
month = {January},
issn = {1696-2281},
pages = {49--56},
numpages = {7},
keywords = {Wald Interval; Score Interval; Likelihood ratio; coverage probability},
}

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%0 Journal Article
%T A note on interval estimation for the mean of inverse Gaussian distribution
%A M. Arefi
%A Mohtashami Borzadaran, Gholam Reza
%A Y. Vaghei
%J SORT-Statistics and Operations Research Transactions
%@ 1696-2281
%D 2008

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