標題: | The information loss in the inverse Gaussian model |
作者: | Hung, HN 統計學研究所 Institute of Statistics |
關鍵字: | Average Likelihood;information loss;inverse Gaussian distribution;modified profile likelihood |
公開日期: | 1-七月-2000 |
摘要: | In the inverse Gaussian model, the sample mean and sample reciprocal mean are minimum sufficient, and the distribution of sample reciprocal mean depends only on the dispersion parameter. Traditional inference about the dispersion parameter considers only the sample reciprocal mean instead of the whole sufficient statistic. This causes information loss, especially when the sample size is small. The purpose of this paper is to utilize the information of the dispersion parameter contained in the sample mean, and to improve the estimation of the dispersion parameter. |
URI: | http://hdl.handle.net/11536/30452 |
ISSN: | 1017-0405 |
期刊: | STATISTICA SINICA |
Volume: | 10 |
Issue: | 3 |
起始頁: | 937 |
結束頁: | 951 |
顯示於類別: | 期刊論文 |