Estimation of a common mean of several univariate inverse Gaussian populations |
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| Authors: | Manzoor Ahmad Y P Chaubey B K Sinha |
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| Institution: | (1) Department de Mathematique et Informatique, Université du Québec à Montréal, CP 8888, Suc. A, H3C 3P8 Montreal, Quebec, Canada;(2) Department of Mathematics, Concordia University, H3G 1M8 Montreal, Quebec, Canada;(3) Department of Mathematics and Statistics, The University of Maryland, 21228 Baltimore, MD, U.S.A. |
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| Abstract: | The problem of estimating the common mean  of k independent and univariate inverse Gaussian populations IG(, 
i
), i=1,..., k with unknown and unequal 's is considered. The difficulty with the maximum likelihood estimator of is pointed out, and a natural estimator % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% acciGaf8hVd0MbaGaaaaa!3D38!\\tilde \mu \] of along the lines of Graybill and Deal is proposed. Various finite sample properties and some decision-theoretic properties of % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% acciGaf8hVd0MbaGaaaaa!3D38!\\tilde \mu \] are discussed.This research was partially supported by research grants #A3661 and #A3450 from NSERC of Canada. |
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| Keywords: | Inverse-Gaussian population Graybill-Deal type estimate squared error loss equivariant estimator admissibility |
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