Length biased Inverse Gaussian Hazard Rate Estimation A Predictive Density Approach

Abstract

We obtain a maximum likelihood predictive density estimate of an inverse Gaussian hazard rate under a length-biased sampling process. The efficiency of the estimate is examined and compared with that of the maximum likelihood estimate of the hazard rate. Kullback-Leibler similarity measures between the true density and its estimate under MLPD and MLE are calculated

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