Insurance and economic data are often positive, and we need to take into account this peculiarity in choosing a statistical model for their distribution. An example is the inverse Gaussian (IG), which is one of the most famous and considered distributions with positive support. With the aim of...
In addition, a lifetime analysis is presented for the extended mixture inverse Gaussian distribution. Finally, an example with a real data set is given to illustrate the methodology, which indicates that the new models result in a better fit to the data than some other well-known distributions...
inverse Gaussian distribution62P0562P25In this paper we assume that the duration of a process has two different intrinsic components or phases which are independent. The first is the time it takes for a trade to be initiated in the market (for example, the time during which agents obtain ...
The probability density function (p.d.f.) of the inverse Gaussian distributionIG(μ,λ)is given byf(x,μ,λ)=λ2πx31/2exp-λ(x-μ)22μ2x,x>0,whereλ>0is the shape parameter andμ>0is the location parameter. Its mean and variance areμandμ3/λ, respectively, therefore the coeff...
Understand the differences between calculating the normal and the inverse normal distributions. Discover what the inverse cumulative distribution function represents. See examples of inverse Gaussian distribution or reverse bell curve. Updated: 11/21/2023 ...
When preparing my mid-term exam for my undergrad mathematical statistics course, I wanted to use the inverse Gaussian distribution IG(μ,λ) as an example of exponential family and include a random generator question. As shown above by a Fortran computer code fromMichael, Schucany and Haas, a...
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The inverse Gaussian distribution is one of the basic models for describing positively skewed data which arise in a variety of applications. In this paper, the problem of interest is simultaneously parameter estimation and variable selection for joint mean and dispersion models of the inverse Gaussian...
The choice of distribution is often made on the basis of how well the data appear to be fitted by the distribution. The inverse Gaussian distribution is one of the basic models for describing positively skewed data which arise in a variety of applications. In this paper, the problem of inter...
GAUSSIAN distributionPREDICTION theoryINTERVAL analysis (Mathematics)Prediction intervals for the inverse Gaussian are obtained from both a frequentist and a Bayesian viewpoint. The frequentist intervals are obtained by constructing pivotals that have the x2 and F distributions. The method involves ...