BAYESIAN ESTIMATION OF SCALE PARAMETER OF INVERSE GAUSSIAN DISTRIBUTION USING LINES LOSS FUNCTION

Himanshu Pandey; Arun   Rao

doi:https://doi.org/10.59170/stattrans-2009-007

BAYESIAN ESTIMATION OF SCALE PARAMETER OF INVERSE GAUSSIAN DISTRIBUTION USING LINES LOSS FUNCTION

Himanshu Pandey , Arun Rao Statistics in Transition new series, vol. 10, 2009, 1, pages: 101-108 Published online: 1 July 2009 https://doi.org/10.59170/stattrans-2009-007

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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.

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