The parameters of the inverse Gaussian distribution are estimated by assuming a weighted squared-error loss function and minimizing the corresponding expected loss with respect to the posterior distribution. These estimators are called minimum expected loss (MELO). We compare the MELO estimators with the corresponding maximum likelihood estimators (MLE) and Bayes estimators using a squared-error loss function (SELO).
Mahmoud, M. (1990). Minimum Expected Loss Estimators of The Parameters of the Inverse Gaussian Distribution. The Egyptian Statistical Journal, 34(2), 260-270. doi: 10.21608/esju.1990.315040
MLA
Mohamed Mahmoud. "Minimum Expected Loss Estimators of The Parameters of the Inverse Gaussian Distribution", The Egyptian Statistical Journal, 34, 2, 1990, 260-270. doi: 10.21608/esju.1990.315040
HARVARD
Mahmoud, M. (1990). 'Minimum Expected Loss Estimators of The Parameters of the Inverse Gaussian Distribution', The Egyptian Statistical Journal, 34(2), pp. 260-270. doi: 10.21608/esju.1990.315040
VANCOUVER
Mahmoud, M. Minimum Expected Loss Estimators of The Parameters of the Inverse Gaussian Distribution. The Egyptian Statistical Journal, 1990; 34(2): 260-270. doi: 10.21608/esju.1990.315040
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