Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution英文文献资料.docVIP

Applied Mathematics, 2011, 2, 830-835 doi:10.4236/am.2011.27111 Published Online July 2011 (http://www.SciRP.org/journal/am) Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution Gyan Prakash Department of Community Medicine, Sarojini Naidu Medical College, Agra, India E-mail: ggyanji@ Received November 19, 2010; revised May 14, 2011; accepted May 17, 2011 Abstract In present paper, the properties of the Bayes Shrinkage estimator is studied for the measure of dispersion of an inverse Gaussian model under the Minimax estimation criteria. Keywords: Bayes estimator, Bayes Shrinkage estimator, Uniformly Minimum Variance Unbiased Estimator (UMVUE), LINEX loss function (LLF) and Minimax Estimator 1. Introduction pendent ( [1,4,5,]). Schuster [6] showed that The Inverse Gaussian distribution plays an important role in Reliability theory and Life testing problems. It has useful applications in a wide variety of fields such as Biology, Economics, and Medicine. It is used as an im- portant mathematical model for the analysis of positively skewed data. The review article by Folks Chhikara [1,2] and Seshadri [3] have proposed many interesting properties and applications of this distribution. n ?x μ? 2 i ? θ μ ? is distributed as chi–square distribution 2 xi i ?1 with n degrees of freedom. If we assume that μ ? μ0 is known, the uniformly minimum variance unbiased (UMVU) estimator for measure of dispersion, θ?1 is n ?xi ? μ0? 2 U ? 1 (2) ? Let x1, x2,?, xn, be a random sample of size n, n xiμ0 2 i ?1 ? ? drawn from the inverse Gaussian distribution IG μ,θ : and nθ U follows a chi-square distribution with n degrees of freedom. having probability density function ? ? 2 ? θ x ? μ? The choice of the loss function may be crucial. It has always been recognized that the most commonly used loss function, squared error loss function (SELF) is in appropriate in ma