相关论文: Characterizations of GIG laws: a survey complement…
The generalized inverse Gaussian, denoted $\mathrm{GIG}(p, a, b)$, is a flexible family of distributions that includes the gamma, inverse gamma, and inverse Gaussian distributions as special cases. In addition to its applications in…
This article deals with Stein characterizations of probability distributions. We provide a general framework for interpreting these in terms of the parameters of the underlying distribution. In order to do so we introduce two concepts (a…
The generalized hyperbolic (GH) distributions form a five parameter family of probability distributions that includes many standard distributions as special or limiting cases, such as the generalized inverse Gaussian distribution, Student's…
The inverse Gaussian (IG) is one of the most famous and considered distributions with positive support. We propose a convenient mode-based parameterization yielding the reparametrized IG (rIG) distribution; it allows/simplifies the use of…
A new characterization of the multivariate so-called "quasi-Gaussian distribution" (the authors dared to coin a new term) by means of independence their Cartesian and polar coordinates proposed. The authors try to show that these…
We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the…
We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…
We propose a Stein characterization of the Kummer distribution on (0, $\infty$). This result follows from our observation that the density of the Kummer distribution satisfies a certain differential equation, leading to a solution of the…
In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…
We prove three new characterizations of the generalized inverse Gaussian (GIG), asymmetric Laplace (AL), shifted exponential (sExp) and shifted truncated exponential (stExp) distributions in terms of non-trivial independence preserving…
Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…
We study the probabilistic properties of the Greatest Increase Grid (GIG) digraph. We compute the probability of a particular sequence of directed edges connecting two random vertices. We compute the joint probability that a set of vertices…
The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…
For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an obvious question is which of the two statistics that has a…
In this article, a generalized inverse xgamma distribution (GIXGD) has been introduced as the generalized version of the inverse xgamma distribution. The proposed model exhibits the pattern of non-monotone hazard rate and belongs to family…
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…
New integral formulas involving the Meijer $G$-function are derived using recent results concerning distributional characterisations and distributional transformations in probability theory.
It is known that few characterization results of the logistic distribution were available before, although it is similar in shape to the normal one whose characteristic properties have been well investigated. Fortunately, in the last…
In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindley distribution, which accommodates increasing, decreasing,…
This paper proposed a new probability distribution named as inverse xgamma distribution (IXGD). Different mathematical and statistical properties,viz., reliability characteristics, moments, inverse moments, stochastic ordering and order…