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Modified Moment Estimation for the Three-Parameter Inverse Gaussian Distribution

Summary: A modification of moment estimators, in which the third moment is replaced by a function of the first order statistic, is presented for the mean, variance, shape, and threshold parameters of the three-parameter inverse Gaussian distribution. The modified moment estimators retain the unbiased property of moment estimators with respect to distribution mean and variance while achieving a reduction in both bias and variance of the distribution shape parameter. Their properties also compare favorably with the maximum likelihood estimators. Calculations are made easy with the aid of accompanying tables and a chart. Two illustrative examples are included.

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  • Topics: Statistics
  • Keywords: Statistics,Gaussian curve,Estimation
  • Author: Cohen, A. Clifford; Whitten, Betty Jones
  • Journal: Journal of Quality Technology