Journal of the Korean Data and Information Science Society
- Volume 17 Issue 3
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- Pages.805-809
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- 2006
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- 1598-9402(pISSN)
Shrinkage Estimator of Dispersion of an Inverse Gaussian Distribution
Abstract
In this paper a shrinkage estimator for the measure of dispersion of the inverse Gaussian distribution with known mean is proposed. Also we compare the relative bias and relative efficiency of the proposed estimator with respect to minimum variance unbiased estimator.
Keywords
- Inverse Gaussian distribution;
- Measure of dispersion;
- Minimum variance unbiased estimator;
- Relative efficiency;
- Shrinkage estimator