Mahmoud, M. (1984). Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples. The Egyptian Statistical Journal, 28(2), 115-125. doi: 10.21608/esju.1984.316606
Mohamed Mahmoud. "Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples". The Egyptian Statistical Journal, 28, 2, 1984, 115-125. doi: 10.21608/esju.1984.316606
Mahmoud, M. (1984). 'Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples', The Egyptian Statistical Journal, 28(2), pp. 115-125. doi: 10.21608/esju.1984.316606
Mahmoud, M. Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples. The Egyptian Statistical Journal, 1984; 28(2): 115-125. doi: 10.21608/esju.1984.316606
Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples
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.