A Heuristic Derivation of the Inverse Gaussian Distribution

Authors
Whitmore, G. A. Seshadri, V.
Citation
A. Whitmore, G. et V. Seshadri,, A Heuristic Derivation of the Inverse Gaussian Distribution, American statistician , 41(4), 1987, pp. 280-281
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
41
Issue
4
Year of publication
1987
Pages
280 - 281
Database
ACNP
SICI code
Abstract
The inverse Gaussian distribution is derived heuristically by means of a simple likelihood ratio argument applied to sample paths of Brownian motion with drift.