<p>We demonstrate an alternative derivation of the distributional properties of the maximum likelihood estimators for the parameters in an inverse Gaussian distribution, requiring only the univariate transformation, the moment generating function technique, and the Basu’s theorem. This framework simplifies existing methods and extends to other parametric distributions, such as the negative exponential distribution.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

On the Maximum Likelihood Estimators of the Parameters in an Inverse Gaussian Distribution

  • Jun Hu

摘要

We demonstrate an alternative derivation of the distributional properties of the maximum likelihood estimators for the parameters in an inverse Gaussian distribution, requiring only the univariate transformation, the moment generating function technique, and the Basu’s theorem. This framework simplifies existing methods and extends to other parametric distributions, such as the negative exponential distribution.