کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10327957 681504 2005 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimation in the three-parameter inverse Gaussian distribution
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Estimation in the three-parameter inverse Gaussian distribution
چکیده انگلیسی
A mixed moments method for the estimation of parameters in the three-parameter inverse Gaussian distribution (IG3) is introduced. The method is an adaptive iterative procedure, which combines the method of moments with a regression method based on the empirical moment generating function. Monte Carlo results indicate that the new procedure is more efficient than alternative estimation methods (including the maximum likelihood) over large portions of the parameter space with samples of small or moderate size. Asymptotic results are also obtained and may be used to draw approximate inferences with small samples. Two data sets are used to illustrate estimation and testing procedures and to construct exploratory graphs for the appropriateness of the IG3 model.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 49, Issue 4, 15 June 2005, Pages 1132-1147
نویسندگان
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