Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Maximum Likelihood Estimator in Two Inverse Gaussian Populatoins with Unknown Common Coefficient of Variation

  • Published : 2001.03.01
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Abstract

This paper deals with the problem of estimating the means in two inverse Gaussian populations with equal but unknown coefficient of variation. The maximum likelihood estimators are derived by solving a cubic equation and their asymptotic variances are presented for comparative purpose. Monte-Carlo simulation is conducted to investigate the efficiency of the estimators relative to the sample means over a wide range of values for the sample size and the coefficient of variation. The effect on this efficiency under the departure from the assumption of common coefficient of variation is also studied.

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References

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