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SCRA 2002-FIM IX: Ninth International Conference of Forum for Interdisciplinary Mathematics on Statistics Combinatorics and Related Areas
December 21-23, 2002
Department of Statistics and Department of Mathematics: University of Allahabad
Allahabad, UP, India

Organizers
Satya Mishra, Anoop Chaturvedi, Bhu Dev Sharma

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A Sequential Procedure for the Estimation of Mean of Inverse Gaussian Distribution
by
Sandeep Bhougal
Departmen of Statistics, University of Jammu, Jammu, J&K, 180006
Coauthors: Rahul Gupta

A sequential procedure based on maximum likelihood estimator is proposed for fixed-width confidence interval estimation of mean of an inverse gaussian distribution when dispersion parameter is known. The procedure is shown to be "asymptotically efficient and consistent". Asymptotic distribution of the stopping time and second-order approximations for average sample number are obtained for the procedure

Date received: October 21, 2002

Copyright © 2002 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cais-63.