On the Failure Rate Estimation for the Inverse Gaussian Distribution
Publication Type
Journal Article
Publication Date
2001
Abstract
Examines the inverse Gaussian failure rate based on the maximum likelihood predictive densities. Use of Monte Carlo simulation in comparing the estimators; Superiority of maximum likelihood estimators of the failure rate in bias and mean squared error; Sensitivity of the estimators.
Discipline
Economics
Research Areas
Econometrics
Publication
Journal of Statistical Computation and Simulation
Volume
71
Issue
3
First Page
201
Last Page
213
ISSN
0094-9655
Identifier
10.1080/00949650108812143
Publisher
Taylor and Francis
Citation
YANG, Zhenlin and Lee, R T C.
On the Failure Rate Estimation for the Inverse Gaussian Distribution. (2001). Journal of Statistical Computation and Simulation. 71, (3), 201-213.
Available at: https://ink.library.smu.edu.sg/soe_research/132
Additional URL
https://doi.org/10.1080/00949650108812143