An R Package for a General Class of Inverse Gaussian Distributions [PDF]
The inverse Gaussian distribution is a positively skewed probability model that has received great attention in the last 20 years. Recently, a family that generalizes this model called inverse Gaussian type distributions has been developed.
Victor Leiva +2 more
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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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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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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
doaj +1 more source
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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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
doaj +1 more source
Three-Part Composite Pareto Modelling for Income Distribution in Malaysia
Income distribution models can be useful for describing the economic properties of a population. In this study, three-part composite Pareto models are fitted to the income distribution in Malaysia for the years 2007, 2009, 2012, 2014, and 2016. The three-
Muhammad Hilmi Abdul Majid +2 more
doaj +1 more source
On the Discrimination between the Inverse Gaussian and Lognormal Distributions [PDF]
Both inverse Gaussian and lognormal distributions have been used among many well-known failure time distributions with positively skewed data. The problem of selecting between them is considered. The logarithm of maximum likelihood ratio has been used as
Zakaria Y. AL-Jammal
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