In this paper, we study the interval estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, we simulate the coverage probabilities for the confidence intervals considered. The results show that the likelihood ratio interval is the best interval and Wald interval has the poorest performance.
@article{urn:eudml:doc:42039,
title = {A note on interval estimation for the mean of inverse Gaussian distribution.},
journal = {SORT},
volume = {32},
year = {2008},
pages = {49-56},
zbl = {1184.62044},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:42039}
}
Arefi, M.; Mohtashami Borzadaran, G. R.; Vaghei, Y. A note on interval estimation for the mean of inverse Gaussian distribution.. SORT, Tome 32 (2008) pp. 49-56. http://gdmltest.u-ga.fr/item/urn:eudml:doc:42039/