On the Failure Rate Estimation for the Inverse Gaussian Distribution

Examines the inverse Gaussian failure rate based on the maximum likelihood predictive densities. Use of Monte Carlo simulation in comparing the estimators; Superiority of maximum likelihood estimators of the failure rate in bias and mean squared error; Sensitivity of the estimators.

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Main Authors: YANG, Zhenlin, Lee, R T C
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2001
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Online Access:https://ink.library.smu.edu.sg/soe_research/132
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Institution: Singapore Management University
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spelling sg-smu-ink.soe_research-11312010-09-23T05:48:03Z On the Failure Rate Estimation for the Inverse Gaussian Distribution YANG, Zhenlin Lee, R T C Examines the inverse Gaussian failure rate based on the maximum likelihood predictive densities. Use of Monte Carlo simulation in comparing the estimators; Superiority of maximum likelihood estimators of the failure rate in bias and mean squared error; Sensitivity of the estimators. 2001-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/132 info:doi/10.1080/00949650108812143 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Economics
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Economics
spellingShingle Economics
YANG, Zhenlin
Lee, R T C
On the Failure Rate Estimation for the Inverse Gaussian Distribution
description Examines the inverse Gaussian failure rate based on the maximum likelihood predictive densities. Use of Monte Carlo simulation in comparing the estimators; Superiority of maximum likelihood estimators of the failure rate in bias and mean squared error; Sensitivity of the estimators.
format text
author YANG, Zhenlin
Lee, R T C
author_facet YANG, Zhenlin
Lee, R T C
author_sort YANG, Zhenlin
title On the Failure Rate Estimation for the Inverse Gaussian Distribution
title_short On the Failure Rate Estimation for the Inverse Gaussian Distribution
title_full On the Failure Rate Estimation for the Inverse Gaussian Distribution
title_fullStr On the Failure Rate Estimation for the Inverse Gaussian Distribution
title_full_unstemmed On the Failure Rate Estimation for the Inverse Gaussian Distribution
title_sort on the failure rate estimation for the inverse gaussian distribution
publisher Institutional Knowledge at Singapore Management University
publishDate 2001
url https://ink.library.smu.edu.sg/soe_research/132
_version_ 1770569028912283648