Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples | ||
The Egyptian Statistical Journal | ||
Article 7, Volume 28, Issue 2, December 1984, Pages 115-125 PDF (6.54 M) | ||
Document Type: Original Article | ||
DOI: 10.21608/esju.1984.316606 | ||
Author | ||
Mohamed Mahmoud | ||
Ain Shams University, Cairo, Egypt | ||
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. | ||
Keywords | ||
Asymptotic Variances; Censored Samples; Covariances; Expected Information Matrices; Inverse Gaussian Distribution; Maximum Likelihood Estimators | ||
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