Estimation of the reciprocal of the mean of the Inverse Gaussian distribution with prior information
DOI:
https://doi.org/10.6092/issn.1973-2201/3530Abstract
This paper considers the problem of estimating the reciprocal of the mean of the Inverse Gaussian distribution when a prior estimate or guessed value λ0 of the shape parameter λ is available. We have proposed a class of estimators with its mean squared error formula. Realistic conditions are obtained in which the estimator is better than usual estimator, uniformly minimum variance unbiased estimator (UMVUE) and the minimum mean squared error estimator (MMSE). Numerical illustrations are given in support of the present study.References
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