Estimation in the three-parameter inverse Gaussian distribution

Computational Statistics and Data Analysis

Volumn 49, Issue 4, 2005, Pages 1132-1147

  Koutrouvelis, Ioannis A ^a   Canavos, George C ^b   Meintanis, Simos G ^c  

^a UNIVERSITY OF PATRAS   (Greece)

^b VIRGINIA COMMONWEALTH UNIVERSITY   (United States)

^c UNIVERSITY OF ATHENS   (Greece)

Author keywords

Adaptive estimation; Empirical moment generating function; Maximum likelihood estimation; Method of moments; Mixed moments estimation

Indexed keywords

COMPUTER SIMULATION; DATA ACQUISITION; FUNCTIONS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; METHOD OF MOMENTS; REGRESSION ANALYSIS; THEOREM PROVING;

ADAPTIVE ESTIMATION; EMPIRICAL MOMENT GENERATING FUNCTION; INVERSE GAUSSIAN DISTRIBUTION (IG3); MIXED-MOMENTS ESTIMATION;

PARAMETER ESTIMATION;

EID: 19044374603     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.07.005     Document Type: Article

References (20)

1. N. Balakrishnan, and A.C. Cohen Order Statistics and Inference Estimation Methods 1991 Academic Press San Diego
2. L.J. Bain Statistical Analysis of Reliability and Life-testing Models 1978 Marcel Dekker New York
3. M.Y. Chan, A.C. Cohen, and B.J. Whitten Modified maximum likelihood and modified moment estimators for the three-parameter inverse Gaussian distribution Comm. Statist. Theory Methods 13 1 1984 47 68
4. R.C.H. Cheng, and N.A.K. Amin Maximum likelihood estimation of parameters in the inverse Gaussian distribution, with unknown origin Technometrics 23 3 1981 257 263
5. R.S. Chhikara, and J.L. Folks The Inverse Gaussian distribution as a lifetime model Technometrics 19 4 1977 461 468
6. R.S. Chhikara, and J.L. Folks The Inverse Gaussian Distribution 1989 Marcel Dekker New York
7. A.C. Cohen, and B.J. Whitten Modified moment estimation for the three-parameter inverse Gaussian distribution J. Qual. Technol. 17 3 1985 147 154
8. A.C. Cohen, and B.J. Whitten Parameter Estimation in Reliability and Life Span Models 1988 Marcel Dekker New York
9. A.D. Desmond, and Z. Yang A comparison of likelihood and Bayesian inference for the threshold parameter in the inverse Gaussian distribution Comm. Statist. Theory Methods 27 9 1998 2173 2183
10. R. Dumonceaux, and C.E. Antle Discrimination between the lognormal and the Weibull distributions Technometrics 15 4 1973 923 926
11. T.W. Epps, and L.B. Pulley Parameter estimates and tests of fit for infinite mixture distributions Comm. Statist. Theory Methods 14 12 1985 3125 3145
12. G. Jones, and R.C.H. Cheng On the asymptotic efficiency of moment and maximum likelihood estimators in the three-parameter inverse Gaussian distribution Comm. Statist. Theory Methods 13 18 1984 2307 2314
13. I.A. Koutrouvelis, and G.C. Canavos Estimation in the three-parameter gamma distribution based on the empirical moment generating function J. Statist. Comput. Simulation 59 1 1997 47 62
14. I.A. Koutrouvelis, and G.C. Canavos Estimation in the Pearson type 3 distribution Water Resources Res. 35 9 1999 2693 2704
15. I.A. Koutrouvelis, and S. Meintanis Estimating the parameters of Poisson-exponential models Aust. N. Z. J. Stat. 44 2 2002 235 245
16. J.R. Michael, W.R. Schucany, and R.W. Haas Generating random variates using transformations with multiple roots Amer. Statist. 30 2 1976 88 90
17. W.J. Padgett, and L.J. Wei Estimation for the three-parameter inverse Gaussian distribution Comm. Statist. Theory Methods 8 2 1979 129 137
18. R.E. Quandt, and J.B. Ramsey Estimating mixtures of normals and switching regressions J. Amer. Statist. Assoc. 73 364 1978 730 738
19. C.R. Rao Linear Statistical Inference and its Applications second ed 1973 Wiley New York
20. Von Alven W.H. (Ed.), 1964. Reliability Engineering by ARINC. Prentice-Hall, Inc., Englewood Cliffs, NJ.