Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples

Document Type : Original Article

Author

Ain Shams University, Cairo, Egypt

Abstract

This paper gives the elements of the expected information matrices for complete, right censored, left censored or doubly censored samples from a three-parameter inverse Gaussian population. The variances and covariances of the maximum likelihood estimators can be obtained by inverting the expected information matrix.

Keywords

The Egyptian Statistical Journal
Volume 28, Issue 2
December 1984
Pages 115-125

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