Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/105272
Title: On the failure rate estimation of the inverse Gaussian distribution
Authors: Yang, Z. 
Lee, R.T.C. 
Keywords: Bias
Failure rate
Inverse Gaussian distribution
Maximum likelihood predictive density
Relative efficiency
Sensitivity
Issue Date: 2001
Citation: Yang, Z.,Lee, R.T.C. (2001). On the failure rate estimation of the inverse Gaussian distribution. Journal of Statistical Computation and Simulation 71 (3) : 201-213. ScholarBank@NUS Repository.
Abstract: New estimators of the inverse Gaussian failure rate are proposed based on the maximum likelihood predictive densities derived by Yang (1999). These estimators are compared, via Monte Carlo simulation, with the usual maximum likelihood estimators of the failure rate and found to be superior in terms of bias and mean squared error. Sensitivity of the estimators against the departure from the inverse Gaussian distribution is studied.
Source Title: Journal of Statistical Computation and Simulation
URI: http://scholarbank.nus.edu.sg/handle/10635/105272
ISSN: 00949655
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

82
checked on Jun 23, 2022

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.