Bayesian and fiducial inference for the inverse gaussian distribution via Gibbs sampler

This paper presents a kernel estimation of the distribution of the scale parameter of the inverse Gaussian distribution under type II censoring together with the distribution of the remaining time. Estimation is carried out via the Gibbs sampling algorithm combined with a missing data approach. Estimates and confidence intervals for the parameters of interest are also presented.

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Year of publication:	2006
Authors:	Ismail, Sanaa ; Auda, Hesham
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 33.2006, 8, p. 787-805
Publisher:	Taylor & Francis Journals
Subject:	Gibbs sampler \| Bayesian inference \| Fiducial inference

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005141254