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Theory and Method

Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution

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Pages 660-663 | Received 01 Mar 1982, Published online: 12 Mar 2012

References

  • Erdélyi , A. , ed. 1953 . “ Higher Transcendental Functions ” . In Bateman Manuscript Project , Vol. I , New York : McGraw-Hill .
  • Folks , J. L. and Chhikara , R. S. 1978 . “The Inverse Gaussian Distribution and Its Application—A Review,” . Journal of the Royal Statistical Society , 40 : 263 – 289 . Ser. B
  • Gradshteyn , I. S. and Ryzhik , I. M. 1980 . Table of Integrals, Series, and Products , New York : Academic Press .
  • Korwar , R. M. 1980 . “On the Uniformly Minimum Variance Unbiased Estimators of the Variance and Its Reciprocal of an Inverse Gaussian Distribution,” . Journal of the American Statistical Association , 75 : 734 – 735 .
  • Tweedie , M. C. K. 1957 . “Statistical Properties of Inverse Gaussian Distributions, I,” . Annals of Mathematical Statistics , 28 : 362 – 377 .

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