Advances and Applications in Statistics
Volume 6, Issue 2, Pages 217 - 233
(August 2006)
|
|
LENGTH-BIASED INVERSE GAUSSIAN HAZARD RATE ESTIMATION: A PREDICTIVE DENSITY APPROACH
Olcay Akman (U. S. A.) and Sevtap Kestel (U. S. A.)
|
Abstract: We obtain a maximum likelihood predictive density estimate of inverse Gaussian hazard rate under length-biased sampling process. The efficiency of the estimate is examined and compared with that of the maximum likelihood estimate of the hazard rate. Kullback-Leibler similarity measures between the true density and its estimate under MLPD and MLE are calculated. |
Keywords and phrases: predictive density, hazard rate, length-biased, Kullback-Leibler distance. |
|
Number of Downloads: 367 | Number of Views: 1145 |
|