estimating the mean of inverse gaussian distrib wtion with known coefficient of variation under entropy loss
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abstract
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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Journal title:
journal of sciences islamic republic of iranجلد ۸، شماره ۱، صفحات ۰-۰
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