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BAYES ESTIMATION IN A MIXTURE INVERSE

GAUSSIAN MODEL

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RAMESH C. GUPTA AND H.
OLCAY
AKMAN

*Department of Mathematics and Statistics, University of
Maine,*

Orono, ME 04469-5752, U.S.A.
(Received February 21, 1994; revised December 13, 1994)

**Abstract.**
In this paper a mixture model
involving the inverse Gaussian distribution and its
length biased version is studied from a Bayesian
view-point. Using proper priors, the Bayes estimates of
the parameters of the model are derived and the results
are applied on the aircraft data of Proschan (1963,
*Technometrics*, **5**, 375-383). The
posterior distributions of the parameters are expressed
in terms of the confluent-hypergeometric function and
the modified Bessel function of the third kind. The
integral involved in the expression of the estimate of
the mean is evaluated by numerical techniques.

*Key words and phrases*:
Length biased,
Birnbaum Saunders model, Lindley approximation.

**Source**
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