Abstract
In this paper a mixture model involving the inverse Gaussian distribution and its length biased version is studied from a Bayesian view-point. Using proper priors, the Bayes estimates of the parameters of the model are derived and the results are applied on the aircraft data of Proschan (1963,Technometrics,5, 375–383). The posterior distributions of the parameters are expressed in terms of the confluent-hypergeometric function and the modified Bessel function of the third kind. The integral involved in the expression of the estimate of the mean is evaluated by numerical techniques.
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Gupta, R.C., Akman, H.O. Bayes estimation in a mixture inverse Gaussian model. Ann Inst Stat Math 47, 493–503 (1995). https://doi.org/10.1007/BF00773398
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DOI: https://doi.org/10.1007/BF00773398