Reciprocal Inverse Gaussian distributionThis article has no abstract.doi:10.1002/0471667196.ess3372Rajeshwari NatarajanSouthern Methodist University, Dallas, TXJohn Wiley & Sons, Inc.
The uniformly minimum variance unbiased estimator for the reciprocal of the mean of an inverse Gaussian distribution may be negative when the sample size is small and coefficient of variation is large. A class of estimators has been proposed in which the estimators are always positive and have ...
The uniformly minimum variance unbiased estimator for the reciprocal of the mean of an inverse Gaussian distribution may be negative when the sample size is small and coefficient of variation is large. A class of estimators has been proposed in which the estimators are always positive and have sma...
Deductibles and the Inverse Gaussian Distribution The calculation of mean claim sizes, in the presence of a deductible, is usually achieved through numerical integration. In case of a Lognormal or Gamma di... P Ter Berg - 《Astin Bulletin》 被引量: 13发表: 1994年 ...
The full width at half maximum of the resulting Gaussian probability density function is found to be equal to the average real-space distance of separation between band tail states, as estimated from the total band tail state density. This real- and reciprocal-space insight may be useful for ...
This family is stable by marginalization and by conditioning, and it has number of properties which are multivariate versions of familiar properties of univariate reciprocal inverse Gaussian distribution. We also show that if the graph with the set of vertices $V=\\{1,\\ldots,n\\}$ and the...
Poisson distributionreciprocal inverse gaussian distributionEM algorithmcovariates62J1262F1062E1562P05(2017). Properties and applications of the Poisson-reciprocal inverse Gaussian distribution. Journal of Statistical Computation and Simulation. Ahead of Print. doi: 10.1080/00949655.2017.1387917...
Kengo KayabaYui HiranoMakoto BabaNobuki MatsuiNaoki UedaSSRN Electronic JournalKayaba, K., Y. Hirano, M. Baba, N. Matsui, and N. Ueda (2017), "Normal reciprocal inverse Gaussian distribution and the stock market returns in Japan," working paper....
Gaussian distributiondistribution availableThe Inverse Gaussian distribution was first introduced by (Schrodinger, 1915). Stemming from the earlier work by Cfweedie, 1947), the Inverse Gaussian (IG) distribution has received considerable attention in the statistical literature during the last two decades....
(1980), “On the Uniformly Minimum Variance Unbiased Estimators of the Variance and Its Reciprocal of an Inverse Gaussian Distribution,” Journal of the American Statistical Association, 75, 734-735. :Korwar, R.M. (1980) On the uniformly minimum variance unbiased estimators of the variance and...