THE LOGISTIC INVERSE GAUSSIAN (LIG) DISTRIBUTION

Document Type

Article

Department

Institute for Educational Development, East Africa

Abstract

This paper examines the construction and properties of the logistic inverse Gaussian distribution (a new distribution which has been proposed) using the generalized inverse Gaussian as a mixed distribution in a logistic mixture. The derivation is based on the properties of modified Bessel function of the third kind as a special function and transformations from the Barndorff-Nielsen and Jorgensen parametrizations.

It has been established that the logistic inverse Gaussian is a special case of the logistic generalized inverse Gaussian when . The log-likelihood and the posterior distributions have been constructed.

Comments

This work was published before the author joined Aga Khan University.

Publication (Name of Journal)

Far East Journal of Theoretical Statistics

DOI

doi.org/10.17654/0972086322008

Creative Commons License

Creative Commons Attribution-Share Alike 4.0 International License
This work is licensed under a Creative Commons Attribution-Share Alike 4.0 International License.

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