[invgaussian_ex0] Inverse Gaussian

   [invgaussian_ex1]
   

   model
   {
      for( i in 1 : N )
      {
      x[i] ~ dinv.gauss(mu, lambda)
            
      }
      
   # Prior distributions of the model parameters   
   
         mu ~ dunif(0.001, 10.0)
         lambda~ dunif(0.01, 5.0)      
   }




The data set given below represent active repair times (in hours) for an airborne communication transceiver, Chhikara and Folks (1977).

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

The MLE's are obtained using 'maxLik' package in R mu = 3.606522    lambda = 1.658853

Data ( click to open )


Inits for chain 1        Inits for chain 2     ( click to open )

Results

[invgaussian_ex2]

The distribution of mu is quite skewed with its mode occuring at 3.70 for chain one and 3.58 for chain two in good agreement with the MLE.

[invgaussian_ex3]

[invgaussian_ex4]
[invgaussian_ex5]
[invgaussian_ex6]