The bivariate inverse gaussian distribution: an introduction

DOI10.1080/03610928608829171zbMATH Open0601.62065OpenAlexW2019475173MaRDI QIDQ3736729FDOQ3736729

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

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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)

Cites Work

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• Generating Random Variates Using Transformations with Multiple Roots
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Statistical Properties of Inverse Gaussian Distributions. I
• Title not available (Why is that?)
• On the Inverse Gaussian Distribution Function
• Estimation of the Inverse Gaussian Distribution Function
• Density functions of the bivariate chi-square distribution
• A Note on the Bivariate Chi Distribution
• Bivariate inverse Gaussian distribution
• The bivariate inverse gaussian distribution: an introduction

Cited In (12)

• Title not available (Why is that?)
• 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
• On bivariate transformation of scale distributions
• Title not available (Why is that?)

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