Characterizations of GIG laws: a survey (Q2509802)
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| English | Characterizations of GIG laws: a survey |
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Characterizations of GIG laws: a survey (English)
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30 July 2014
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The authors propose a survey of existing characterizations of the Generalized Inverse Gaussian (GIG) distributions on the positive real line. Also, two new characterizations are established. The first one is a maximum likelihood estimator (MLE) characterization theorem for GIG laws. The second one is a Stein characterization theorem offor GIG law, with the GIG Stein operator found in it.
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GIG distributions
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inverse Gaussian distribution
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MLE characterization
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Stein characterization
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