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