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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
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 .