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The inverse gaussian distribution: Some properties and characterizations
Author(s) -
Seshadri V.
Publication year - 1983
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314980
Subject(s) - independent and identically distributed random variables , mathematics , inverse distribution , inverse , gaussian , random variable , inverse gaussian distribution , distribution (mathematics) , sum of normally distributed random variables , statistic , statistics , statistical physics , mathematical analysis , heavy tailed distribution , physics , geometry , quantum mechanics
Abstract This article presents some structural properties of the inverse Gaussian distribution, together with several new characterizations based on constancy of regression of suitable functions on the sum of n independent identically distributed random variables. A decomposition of the statistic λσ i n=1(X −1 i −X −1 ) into n ‐ 1 independent chi‐squared random variables, each with one degree of freedom, is given when n is of the form 2 r .