scientific article; zbMATH DE number 147173

MaRDI QIDQ4030231zbMATH OpenFDO

Authors

Publication date 1 April 1993

zbMATH Keywords

inverse Gaussian distributionLaplace-Stieltjes transform

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Review text

The \(\alpha\)-inverse Gaussian distribution is introduced by its Laplace- Stieltjes transform \[ L_ \alpha(s)=\exp\left\{{\mu\over m}(1- (1+2s\mu^ 2/m)^ \alpha)\right\}, \] the inverse Gaussian distribution corresponding to \(\alpha=1/2\). The corresponding density is derived and certain properties are given; e.g. closure w.r.t. convolution and scaling are shown.

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