(Received July 1, 1989; revised April 2, 1990)
Abstract. The problem of estimating the common mean mu of k independent and univariate inverse Gaussian populations IG(mu, lambdai), i = 1,...., k with unknown and unequal lambda's is considered. The difficulty with the maximum likelihood estimator of mu is pointed out, and a natural estimator ~mu of mu along the lines of Graybill and Deal is proposed. Various finite sample properties and some decision-theoretic properties of ~mu are discussed.
Key words and phrases: Inverse-Gaussian population, Graybill-Deal type estimate, squared error loss, equivariant estimator, admissibility.
Source ( TeX , DVI , PS )