On Bayesian inference for the Inverse Gaussian distribution

Bayesian results for the Inverse Gaussian distribution are derived considering a proper prior which enables, under reparametrization in terms of the distribution mean and of the inverse of the squared variation coefficient, of obtaining Bayes estimates of the parameters as well as of their inverses. The complexity of the estimates is shown to be close to the one of the integral of the standard t-distribution.

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Year of publication:	1991
Authors:	Betrò, B. ; Rotondi, R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 3, p. 219-224
Publisher:	Elsevier
Keywords:	Bayes estimate distribution mean variation coefficient posterior moments t-distribution integral

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074729