ABSTRACT
The Best Linear Unbiased Estimators (BLUEs) of μ and σ are estimators which are linear functions of the components of X which are unbiased and which minimize the generalized variance. This method of estimation based on the least-squares theory. By making use of the tabulated values of means, variances and covariances of order statistics from the standard inverse Gaussian distribution, econometricians computed the coefficients ai and bi for the BLUEs of μ and σ, respectively. These computations were carried out for all sample sizes up to 25 and for various choices of censoring. The variances and covariance factors of the BLUEs were also computed for all sample sizes up to 25, for all choices of s up to [(n + 1)/2], and for the choices of the shape parameter k = 0.0(0.1)2.5.
