GENERALIZED INVERSE GAUSSIAN DISTRIBUTIONS AND THEIR WISHART CONNECTIONS

Authors
BUTLER RW
Citation
Rw. Butler, GENERALIZED INVERSE GAUSSIAN DISTRIBUTIONS AND THEIR WISHART CONNECTIONS, Scandinavian journal of statistics, 25(1), 1998, pp. 69-75
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Scandinavian journal of statistics → ACNP
ISSN journal
03036898
Volume
25
Issue
1
Year of publication
1998
Pages
69 - 75
Database
ISI
SICI code
0303-6898(1998)25:1<69:GIGDAT>2.0.ZU;2-B
Abstract
The matrix generalized inverse Gaussian distribution (MGIG) is shown t o arise as a conditional distribution of components of a Wishart distr ibution. In the special scalar case, the characterization refers to me mbers of the class of generalized inverse Gaussian distributions (GIGs ) and includes the inverse Gaussian distribution among others.