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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
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
ISSN: 00949655
Appears in Collections:Staff Publications

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