An alternative derivation of the distributions of the maximum likelihood estimators of the parameters in an inverse Gaussian distribution

Author: Datta, Gauri Sankar

Source: Biometrika, Volume 92, Number 4, December 2005 , pp. 975-977(3)

Publisher: Oxford University Press

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Abstract:

We provide a simpler derivation of the sampling properties of the maximum likelihood estimators of the parameters in an inverse Gaussian distribution.

Keywords: Chi-squared distribution; Moment generating function

Document Type: Research article

DOI: http://dx.doi.org/10.1093/biomet/92.4.975

Publication date: 2005-12-01

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