Advertisement

Metrika

, Volume 24, Issue 1, pp 1–6 | Cite as

Estimation of the parameter of the inverse Gaussian distribution from generalised censored samples

  • G. B. Nath
Article

Abstract

In this paper, a new Type of censored sample referred as ‘generalised censored sample’ is defined and is differentiated fromCohen's [1963] progressively censored type I and type II samples. The maximum likelihood estimate of the parameter of the inverse Gaussian distribution from generalised censored samples is obtained. An expression for the standard error of the estimate is given.

Keywords

Standard Error Gaussian Distribution Stochastic Process Probability Theory Economic Theory 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Cohen, A.C.: Progressively censored samples in life testing. Technometrics5, 1963, 327–339.Google Scholar
  2. Gupta, R.P.: Maximum likelihood estimate of the parameters of a truncated inverse Gaussian distribution. Metrika20, 1973, 51–53.Google Scholar
  3. Ostrowski, A.M.: Solutions of Equations and Systems of Equations. New York 1960.Google Scholar
  4. Roy, L.K.: Estimation of the parameter of the inverse Gaussian distribution from a multi-censored sample. Statistica30, 1970, 563–567.Google Scholar
  5. Steffensen, J.F.: Remarks on iteration. Skand. Aktuarietidskr.16, 1933, 64–72.Google Scholar
  6. Tweedie, M.C.K.: Some statistical properties of inverse Gaussian distributions. Virginia J. Sci.7, 1956, 160–165.Google Scholar
  7. —: Statistical properties of inverse Gaussian distributions, I. Ann. Math. Statist.28, 1957, 362–377.Google Scholar
  8. Wasan, M.T.: On an inverse Gaussian process. Skand. Aktuarietidskr.51, 1968, 69–96.Google Scholar
  9. Wasan, M.T., andL.K. Roy: Tables of inverse Gaussian percentage points. Technometrics11, 1969, 591–604.Google Scholar

Copyright information

© Physica-Verlag Rudolf Liebing KG 1977

Authors and Affiliations

  • G. B. Nath
    • 1
  1. 1.Gippsland Institute of Advanced EducationUniversity of QueenslandChurchillAustralia

Personalised recommendations