Bivariate inverse gaussian distribution

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1981 English Publisher:Springer Science and Business Media LLCJournal:Annals of the Institute of Statistical Mathematics, volume 33, pages 57-66 (issn: 0020-3157, eissn: 1572-9052,

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Authors: Al-Hussaini, Essam K.; Abd-el-Hakim, Nagi S.;

doi: 10.1007/bf02480919

Bivariate inverse gaussian distribution

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Abstract

A bivariate inverse Gaussian (IG) density function is constructed. Relations of the bivariate IG distribution to the normal and χ2 distributions are established. The corresponding bivariate random walk (RW) density function is obtained. The properties and behaviour of bivariate IG distribution are studied for large parametric values. Moment estimates of the five parameters are given and applications are pointed out. A generalization to the multivariate IG distribution is proposed.

Keywords

normal distribution, bivariate random walk distribution, Exact distribution theory in statistics, Multivariate distribution of statistics, characteristic function, Characteristic functions; other transforms, bivariate inverse Gaussian distribution, Characterization and structure theory of statistical distributions, chi square distribution, Probability distributions: general theory

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