Bayes Estimator for inverse Gaussian Distribution with Jeffrey’s Prior
DOI: 10.54647/mathematics11287 102 Downloads 5468 Views
Author(s)
Abstract
This paper presents a Bayesian analysis of the parameters for the inverse Gaussian distribution under the Jeffrey’s prior assuming a quadratic loss function. Analysis begins with the parameterization to the parameters in the distribution, then construct the posterior distribution based the likelihood function and prior, while the Bayes estimator is concluded based the posterior mean.
Keywords
inverse Gaussian distribution, bayes theorem, Jeffrey’s prior
Cite this paper
Zul Amry,
Bayes Estimator for inverse Gaussian Distribution with Jeffrey’s Prior
, SCIREA Journal of Mathematics.
Volume 6, Issue 4, August 2021 | PP. 44-50.
10.54647/mathematics11287
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