Bayesian and fiducial inference for the inverse gaussian distribution via Gibbs sampler

Abstract

This paper presents a kernel estimation of the distribution of the scale parameter of the inverse Gaussian distribution under type II censoring together with the distribution of the remaining time. Estimation is carried out via the Gibbs sampling algorithm combined with a missing data approach. Estimates and confidence intervals for the parameters of interest are also presented.

Keywords:

• Gibbs sampler
• Bayesian inference
• Fiducial inference

Acknowledgment

The author wishes to thank Mr Sherif Salah and Mr Mustafa Abdel Ghaffar for helping with the computational aspects related to computer use.