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An Extended Mixture Inverse Gaussian Distribution [PDF]
This paper proposes an extend mixture inverse Gaussian (EMIG) distribution which is mixed between the inverse Gaussian distribution and the length biased inverse Gaussian (LBIG) distribution. The BirnbaumSaunders (BS) distribution and LBIG distribution
Chookait Pudprommarat
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Representative Points of the Inverse Gaussian Distribution and Their Applications [PDF]
The inverse Gaussian (IG) distribution, as an important class of skewed continuous distributions, is widely applied in fields such as lifetime testing, financial modeling, and volatility analysis.
Wen-Wen Hu, Kai-Tai Fang, Xiao-Ling Peng
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Bivariate Inverse Gaussian Distribution [PDF]
A bivariate inverse Gaussian (IG) density function is constructed and its characteristic function obtained. Relations of the bivariate IG distribution to the normal and x2 distributions are established.
E.K. Al-Husaini, N.S. Abdel-Hakim
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Monte Carlo comparison of goodness-of-fit tests for the Inverse Gaussian distribution based on empirical distribution function [PDF]
The Inverse Gaussian (IG) distribution is widely used to model positively skewed data. In this article, we examine goodness of fit tests for the Inverse Gaussian distribution based on the empirical distribution function.
Hadi Alizadeh Noughabi +1 more
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Testing Inverse Gaussian Versus Log Normal [PDF]
The inverse Gaussian distribution has been proposed as a model for distribution of life times. It is considered as an alternative to other observed distributions in particular to the lognormal.
S.A. Shaban
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Discrimination between Some Over Dispersed Count Distributions
The Poisson inverse Gaussian and generalized Poisson distributions are widely used in modelling overdispersed count data which are commonly found in healthcare, insurance, engineering, econometric and ecology.
Yook-Ngor Phang +2 more
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Generalized Sichel Distribution and Associated Inference [PDF]
In this paper, we propose a generalized form of Sichel distribution which is obtained by mixing the Poisson distribution with the extended generalized inverse Gaussian distribution.
Yeh Ching Low +2 more
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On Testing the Adequacy of the Inverse Gaussian Distribution
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution based on a characterization of the cumulative distribution function (CDF). The new tests are of weighted L2-type depending on a tuning parameter.
James S. Allison +3 more
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On Free Generalized Inverse Gaussian Distributions [PDF]
We study here properties of free Generalized Inverse Gaussian distributions (fGIG) in free probability. We show that in many cases the fGIG shares similar properties with the classical GIG distribution. In particular we prove that fGIG is freely infinitely divisible, free regular and unimodal, and moreover we determine which distributions in this class
Hasebe, Takahiro, Szpojankowski, Kamil
openaire +4 more sources
Improved Particle Filter for Non-Gaussian Forecasting-aided State Estimation
Gaussian assumptions of non-Gaussian noises hinder the improvement of state estimation accuracy. In this paper, an asymmetric generalized Gaussian distribution (AGGD), as a unified representation of various unimodal distributions, is applied to formulate
Lyuzerui Yuan +3 more
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