Statistical inference for geometric process with the inverse Gaussian distribution

Kara M., AYDOĞDU H., TÜRKŞEN Ö.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.85, sa.16, ss.3206-3215, 2015 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 85 Sayı: 16
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1080/00949655.2014.958087
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.3206-3215
  • Anahtar Kelimeler: modified moment estimate, asymptotic normality, geometric process, maximum likelihood estimate
  • Ankara Üniversitesi Adresli: Evet

Özet

In this study, the statistical inference problem for the geometric process (GP) is considered when the distribution of the first occurrence time is assumed to be inverse Gaussian (IG). The parameters a, mu and