Maximum Likelihood Predictive Densities for the Inverse Gaussian Distribution with Application to Reliability and Lifetime Predictions
Maximum likelihood predictive densities (MLPD) for the inverse Gaussian distribution are derived for the cases of one or both parameters unknown. They are then applied to obtain estimators of the reliability function and prediction or shortest prediction intervals for a future observation. Compariso...
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Main Author: | YANG, Zhenlin |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
1999
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Online Access: | https://ink.library.smu.edu.sg/soe_research/90 |
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Institution: | Singapore Management University |
Language: | English |
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