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bayes shrinkage minimax estimation in inverse gaussian distribution贝叶斯收缩极小极大估计在逆高斯分布
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 θ n x μ2
in Reliability theory and Life testing problems. It has 2 i is distributed as chi–square distribution
xμ i 1 i
useful applications in a wide variety of fields such as
Biology, Economics, and Medicine. It is used as an im- with n degrees of freedom. If we assume that μ μ0
portant mathematical model for the analysis of positively is known, the uniformly minimum variance unbiased
skewed data. The review article by Folks Chhikara (UMVU) estimator for measure of dispersion, 1
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