Skip to main content
Log in

Regressional Characterization of the Generalized Inverse Gaussian Population

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

Abstract

A characterization of the generalized inverse Gaussian population is obtained from a condition of constant regression of a suitable statistic on a linear one.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Barndorff-Nielsen, O. and Halgreen, Ch. (1977). Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions, Zeit. Wahrscheinlichkeitsth., 38, 309–311.

    Google Scholar 

  • Bolger, E. M. and Harkness, W. L. (1965). Characterization of some distributions by conditional moments, Ann. Math. Statist., 36, 703–705.

    Google Scholar 

  • Gordon, F. S. (1973). Characterizations of populations using regression properties, Ann. Statist., 1(1), 114–126.

    Google Scholar 

  • Kagan, A. M., Linnik, Y. V. and Rao, C. R. (1973). Characterization Problems in Mathematical Statistics, Wiley, New York.

    Google Scholar 

  • Khatri, C. G. (1962). A characterization of the inverse Gaussian distribution, Ann. Math. Statist., 33, 800–803.

    Google Scholar 

  • Laha, R. G. and Lukacs, E. (1960). On some characterization problems connected with quadratic regression, Biometrika, 47, 335–343.

    Google Scholar 

  • Roy, L. K. and Wasan, M. T. (1969). A characterization of the inverse Gaussian distribution, Sankhyä Ser. A, 31, 217–218.

    Google Scholar 

  • Seshadri, V. (1983). The inverse Gaussian distribution: some properties and characterizations, Canad. J. Statist., 11(2), 131–136.

    Google Scholar 

  • Seshadri, V. (1993). The inverse Gaussian distribution, Clarendon Press, Oxford.

    Google Scholar 

  • Tweedie, M. C. K. (1957). Statistical properties of inverse Gaussian distributions. I, Ann. Math. Statist., 28, 362–377.

    Google Scholar 

  • Watson, G. N. (1958). A Treatise of the Theory of Bessel Functions, University Press, Cambridge.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

About this article

Cite this article

Pusz, J. Regressional Characterization of the Generalized Inverse Gaussian Population. Annals of the Institute of Statistical Mathematics 49, 315–319 (1997). https://doi.org/10.1023/A:1003167030482

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1003167030482

Navigation