Estimation in the three-parameter inverse Gaussian distribution

Abstract

Amixed moments method for the estimation of parameters in the three-parameter inverse Gaussian distribution (IG3) is introduced. The method is an adaptive iterative procedure, which combines the method of moments with a regression method based on the empirical moment generating function. Monte Carlo results indicate that the new procedure is more efficient… (More)
DOI: 10.1016/j.csda.2004.07.005

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