1984•Communication in Statistics- Theory and MethodsRequires access

On the asymptotic efficiency of moment and maximum likelihood estimators in the three-parameter inverse gaussian distribution

G Jones, Russell C. H. Cheng

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Abstract

The asymptotic distribution of estimators generated by the methods of moments and maximum likelihood are considered. Simple formulae are provided which enable comparisons of asymptotic relative efficiency to be effected.

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The asymptotic distribution of estimators generated by the methods of moments and maximum likelihood are considered. Simple formulae are provided which enable comparisons of asymptotic relative efficiency to be effected.

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OpenAlex reports 8 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

The asymptotic distribution of estimators generated by the methods of moments and maximum likelihood are considered. Simple formulae are provided which enable comparisons of asymptotic relative efficiency to be effected.

Key concepts: Estimator, Mathematics, Moment (physics), Asymptotic distribution, Applied mathematics, Maximum likelihood, Inverse Gaussian distribution, Efficiency

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