论文信息 - On an inverse Gaussian process

On an inverse Gaussian process

Abstract Tweedie [11] investigated properties of the Inverse Gaussian distribution. We define in this paper the Inverse Gaussian process. For the discrete case we find the density function of the functions of Inverse Gaussian variates. We look for covariance function and stochastic integral as well as conditional density functions of an Inverse Gaussian process.

M. T. Wasan

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