Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
针对逆高斯分布,证明了关于完全充分统计量某类函数期望的一般性结果,并得到了r阶累积量及其他参数函数的均匀最小方差无偏估计,同时给出了r=2时估计量的方差。
Abstract For the inverse Gaussian distribution, we prove a general result concerning the expectation of a certain class of functions of the complete sufficient statistics. Uniformly minimum variance unbiased estimators of the rth cumulant and of several other parametric functions are obtained as special cases. The variance of the estimator for the case r = 2 is also given.