estimating the mean of inverse gaussian distrib wtion with known coefficient of variation under entropy loss
نویسندگان
چکیده
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
منابع مشابه
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 of this class can easily be computed using continued fractions
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عنوان ژورنال:
journal of sciences islamic republic of iranجلد ۸، شماره ۱، صفحات ۰-۰
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