Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Likelihood Based Confidence Intervals for the Common Scale Parameter in the Inverse Gaussian Distributions

  • Lee, Woo-Dong (Department of Asset Management, Daegu Haany University) ;
  • Cho, Kil-Ho (Department of Statistics, Kyungpook National University) ;
  • Cha, Young-Joon (Department of Information Statistics, Andong National University) ;
  • Ko, Jung-Hwan (Department of Information Statistics, Andong National University)
  • Published : 2006.08.31
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Abstract

This paper focuses on the likelihood based confidence intervals for two inverse gaussian distributions when the parameter of interest is common scale parameter. Confidence intervals based on signed loglikelihood ratio statistic and modified signed loglikelihood ratio statistics will be compared in small sample through an illustrative simulation study.

Keywords