Umvu estimators of the mode and limits of an interval for the inverse gaussian distribution

Abstract

For a random variable obeying the inverse Gaussian distribu-tion and its reciprocal, the uniformly minimum variance unbiased (UMVU) estimators of each mode are obtained. The UMVU estimators

of the left and right limits of a certain interval which contains an inverse Gaussian variate with an arbitrary given probability are also proposed.

Keywords:

• inverse Gaussian distribution
• mode
• interval estimation of mean
• uniformly minimum variance unbiased estimator