Bivariate Inverse Gaussian Distribution | ||||
| The Egyptian Statistical Journal | ||||
| Article 6, Volume 24, Issue 1, June 1980, Page 100-117 PDF (9.35 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1980.428155 | ||||
 View on SCiNiTO | ||||
| Authors | ||||
| E.K. Al-Husaini* ; N.S. Abdel-Hakim | ||||
| Dep. of Mathematics, University of Assiute, Assiute, Egypt | ||||
| Abstract | ||||
| A bivariate inverse Gaussian (IG) density function is constructed and its characteristic function obtained. Relations of the bivariate IG distribution to the normal and x2 distributions are established. The corresponding bivariate random walk (RW) density and its characteristic functions are obtained. The properties and behaviour of bivariate IC distribution are studied for large parametric values. Moment estimates of the five parameters are given and applications are pointed out. A generalization to the multivariate IG distribution is proposed and the corresponding characteristic function derived | ||||
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