逆高斯分布方差及其倒数的均匀最小方差无偏估计量

On the Uniformly Minimum Variance Unbiased Estimators of the Variance and its Reciprocal of an Inverse Gaussian Distribution

Journal of the American Statistical Association · 1980
被引 4
ABS 4

中文导读

本文推导了逆高斯分布方差及其倒数的均匀最小方差无偏估计量,填补了该分布参数估计的空白,对需要精确估计方差的领域(如经济学、物理学)有参考价值。

Abstract

The two-parameter inverse Gaussian distribution is found to have useful applications in a wide variety of fields. The uniformly minimum variance estimator of its mean is known and is the sample mean; however, no such estimator of the variance is reported in the literature. Here the uniformly minimum variance unbiased estimators of the variance and its reciprocal are derived.

数理统计计量经济学应用数学经济学