Himanshu Pandey , Arun Rao
ARTICLE

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ABSTRACT

In this paper we have obtained Bayes estimator of the scale parameter of Inverse Gaussian Distribution. The loss function used is lines. A number of prior distributions have been considered and Bayes estimators have been compared with corresponding estimators with squared error loss function.

REFERENCES

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TWEEDIE, M.C.K. (1957 a) : Statistical properties of the inverse Gaussian distribution I.Ann. Math. Stat., 28, 362–377.

TWEEDIE, M.C.K. (1957 b) : Statistical properties of the inverse Gaussian distribution II. Ann. Math. Stat., 28, 695–705.

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