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On the efficiency of a testimator for the mean of an inverse Gaussian distribution

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  • Chandra, Nimai Kumar

Abstract

Though the sample mean is a natural estimator for the mean [mu] of an Inverse Gaussian (IG) distribution having another parameter [lambda], when a guess [mu]0 for [mu] seems plausible, an alternative adaptive estimator which shrinks towards [mu]0 when a preliminary test for H0:[mu] = [mu]0 is tenable or else towards , is considered a suitable competitor. Certain numerical illustrations are presented showing higher efficiency of such a testimator over in several situations when the sample size is small and [lambda] is either known or unknown.

Suggested Citation

  • Chandra, Nimai Kumar, 1990. "On the efficiency of a testimator for the mean of an inverse Gaussian distribution," Statistics & Probability Letters, Elsevier, vol. 10(5), pages 431-437, October.
    • Handle: RePEc:eee:stapro:v:10:y:1990:i:5:p:431-437
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