The parameter estimation of inverse Gaussian distribution under different loss functions ∗

Arun Kumar  Rao; Himanshu Pandey

doi:10.48165/

Authors

Arun Kumar Rao Department of Mathematics and Statistics, D.D.U. Gorakhpur University, Gorakhpur, Uttar Pradesh, India.
Himanshu Pandey Department of Mathematics and Statistics, D.D.U. Gorakhpur University, Gorakhpur, Uttar Pradesh, India.

DOI:

https://doi.org/10.48165/

Keywords:

Inverse Gaussian distribution, yesian method, quasi and inverted gamma priors, squared error, precautionary, entropy, K-loss, Al-Bayyati’s loss functions

Abstract

In this paper the Inverse Gaussian distribution is considered for Bayesian analysis. The expressions for Bayes estimators of the parameter are derived under squared error, precautionary entropy, K-loss, and Al-Bayyati’s loss functions by using the quasi and inverted gamma priors.

References

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