A Short Review on Bayesian Estimation of a Common Coefficient of Variation from Inverse Gaussian Distributions


15

Authors

  • Murari Singh Department of Statistical Sciences, University of Toronto, Toronto, ON M5G 1Z5, CANADA
  • Yogendra P. Chaubey Department of Mathematics and Statistics, University of Northern British Columbia, Prince George, BC V2N 4Z9, Canada
  • Debaraj Sen Department of Mathematics and Statistics, Concordia University, 1455 De Maisonneuve Blvd. W., Montre ́al, QC H3G 1M8, CANADA
  • Ashutosh Sarker International Center for Agricultural Research in the Dry Areas (ICARDA), New Delhi

https://doi.org/10.56093/jisas.v77i01.171550

Keywords:

Common coefficient of variation; Inverse gaussian distribution; Bayesian inference; Conjugate priors; Lentil trials.

Abstract

The coefficient of variation (CV) has been used in different disciplines with varied purpose related to variation in quantitative measurements. Statistical properties of CV have been studied by various researchers. Recently, a paper by the authors featuring an investigation of the posterior distribution of a common CV for inverse Gaussian populations with priors obtained through some empirical fitting procedure was presented by YPC at the 2022 ISBA World Meeting, June 26-July 1, 2022, held in Montreal, Canada. Some of these results along with other current developments by the authors on the topic were also reviewed during an invited presentation by MS in the honor of Dr. Daroga Singh at the 73rd Annual Conference of ISAS Conference held at the Sher-e-Kashmir University of Agricultural Sciences and Technology of Kashmir, November 14-16, 2022. The purpose of this paper is to summarize and discuss three key papers on estimation and testing of CV from inverse Gaussian distribution focussed on – a common CV (from multiple populations under frequentist framework), CV for a single population with Bayesian framework and a common CV from multiple populations and Bayesian framework, reviewed at this conference.

Downloads

Download data is not yet available.

References

Banerjee, A., & Bhattacharyya, G. (1979). Bayesian results for the inverse Gaussian distribution with an application. Technometrics, 21, 247–251.

Taylor & Francis Online

Betro, B., & Rotondi, R. (1991). On Bayesian inference for the inverse Gaussian distribution. Statistics & Probability Letters, 11(3), 219–224.

IDEAS/RePEc

Chaubey, Y. P., Singh, M., & Sen, D. (2017). Symmetrizing and variance stabilizing transformations of sample coefficient of variation from an inverse Gaussian distribution. Sankhyā B, 79, 217–246.

Chaubey, Y. P., Singh, M., & Sen, D. (2021). Bayesian inference for inverse Gaussian data with emphasis on the coefficient of variation. In Applied Statistics and Data Science: Proceedings of Statistics 2021 Canada, New York: Springer, 79–96.

Chaubey, Y. P., Singh, M., Sen, D., & Sarker, A. (2022, June 26–July 1). Bayesian Inference for a Common CV from Inverse Gaussian Distributions. Poster presented at ISBA, Montreal.

Chhikara, R. S., & Folks, J. L. (1977). The inverse Gaussian distribution as a lifetime model. Technometrics, 19, 461–468.

SpringerLink

Chhikara, R. S., & Folks, J. L. (1989). The Inverse Gaussian Distribution. Marcel Dekker, New York.

SpringerLink

+1

Folks, J. L., & Chhikara, R. S. (1978). The inverse Gaussian distribution and its statistical application – a review. Journal of the Royal Statistical Society: Series B, 40, 263–289.

SpringerLink

Glasser, L., Kohl, K., Koutschan, C., Moll, V., & Straub, A. (2012). The integrals in Gradshteyn and Ryzhik. Part 22: Bessel K‑functions. Scientia A22, 129–151.

Ihaka, R., & Gentleman, R. (1996). R: A language for data analysis and graphics. Journal of Computational and Graphical Statistics, 5, 299–314.

Jorgensen, B. (1982). Statistical Properties of the Generalized Inverse Gaussian Distribution. Springer-Verlag, New York.

Joshi, S., & Shah, M. (1991). Estimating the mean of an inverse Gaussian distribution with a known coefficient of variation. Communications in Statistics, 20, 2907–2912.

Lin, C. S., Binns, M. R., & Lefkovitch, L. P. (1986). Stability analysis: Where do we stand? Crop Science, 26, 894–900.

Sarker, A., Singh, M., Rajaram, S., & Erskine, W. (2010). Adaptation of small‑seeded red lentil (Lens culinaris Medik. subsp. culinaris) to diverse environments. Crop Science, 50, 1250–1259.

Singh, M., & Singh, R. P. (1991). A methodology for measuring income stability and its application. Journal of the Indian Society of Agricultural Statistics, 43(2), 148–157.

Singh, M., Chaubey, Y. P., Sen, D., & Sarker, A. (2021). Estimation and testing of a common coefficient of variation from inverse Gaussian distributions. In Applied Statistics and Data Science: Proceedings of Statistics 2021 Canada, New York: Springer, 97–114.

Tian, L. (2005). Inferences on the common coefficient of variation. Statistics in Medicine, 24, 2213–2220.

Tweedie, M. C. K. (1957). Statistical properties of inverse Gaussian distributions—I. The Annals of Mathematical Statistics, 28, 362–377.

Wikipedia

Tweedie, M. C. K. (1957). Statistical properties of inverse Gaussian distributions—II. The Annals of Mathematical Statistics, 28, 696–705.

Wikipedia

van Zyl, R., & van der Merwe, A. J. (2017). A Bayesian control chart for a common coefficient of variation. Communications in Statistics—Theory and Methods, 46(12), 5795–5811.

Submitted

2025-09-07

Published

2025-09-08

Issue

Section

Articles

How to Cite

Murari Singh, Yogendra P. Chaubey, Debaraj Sen, & Ashutosh Sarker. (2025). A Short Review on Bayesian Estimation of a Common Coefficient of Variation from Inverse Gaussian Distributions. Journal of the Indian Society of Agricultural Statistics, 77(01), 43-48. https://doi.org/10.56093/jisas.v77i01.171550
Citation