ManageChatDiscover
316606

Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples

Article

Last updated: 05 Jan 2025

OverviewSimilar Items

Subjects

-

Tags

-

Abstract

This paper gives the elements of the expected information matrices for complete, right censored, left censored or doubly censored samples from a three-parameter inverse Gaussian population. The variances and covariances of the maximum likelihood estimators can be obtained by inverting the expected information matrix.

DOI

10.21608/esju.1984.316606

Keywords

Asymptotic Variances, Censored Samples, Covariances, Expected Information Matrices, Inverse Gaussian distribution, Maximum likelihood estimators

Authors

First Name

Mohamed

Last Name

Mahmoud

MiddleName

-

Affiliation

-

Email

-

City

-

Orcid

-

Volume

28

Article Issue

2

Related Issue

43410

Issue Date

1984-12-01

Receive Date

2023-09-07

Publish Date

1984-12-01

Page Start

115

Page End

125

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_316606.html

Detail API

https://esju.journals.ekb.eg/service?article_code=316606

Order

5

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples

Details

Type

Article

Created At

28 Dec 2024