The bivariate inverse gaussian distribution: an introduction

DOI10.1080/03610928608829171MaRDI QIDQ3736729zbMATH OpenOpenAlexFDO

Authors Subrahmaniam Kocherlakota

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829171

zbMATH Keywords

momentsmoment generating functionmarginalsbivariate inverse Gaussian distributiongeneralized Stieltjes integralbivariate chi square distributiongeneralized version of Shuster's theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• A Note on the Bivariate Chi Distribution
• Bivariate inverse Gaussian distribution
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Density functions of the bivariate chi-square distribution
• Estimation of the Inverse Gaussian Distribution Function
• Generating Random Variates Using Transformations with Multiple Roots
• On the Inverse Gaussian Distribution Function
• Statistical Properties of Inverse Gaussian Distributions. I
• The bivariate inverse gaussian distribution: an introduction

Cited in

(13)

• scientific article; zbMATH DE number 3942723 (Why is no real title available?)
• scientific article; zbMATH DE number 4005358 (Why is no real title available?)
• Generation of Inverse Gaussian Variates with Given Sample Mean and Dispersion
• A bivariate fatigue-life regression model and its application to fracture of metallic tools
• On bivariate and a mixture of bivariate Birnbaum-Saunders distributions
• The bivariate inverse gaussian distribution: an introduction
• Multivariate inverse Gaussian distribution as a limit of multivariate waiting time distributions
• A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship
• Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures
• On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application
• Multivariate inverse Gaussian and skew-normal densities
• Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on d-dimensional half-spaces
• On bivariate transformation of scale distributions

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