Characterizations for the Power Inverse Gaussian and Generalized Inverse Gaussian Distributions Based on Conditional Moments | Science Publications

Journal of Mathematics and Statistics

Abdullah Yahia Al-Hossain¹ 

关键词: Characterization;    Power Inverse Gaussian Distribution;    Generalized Inverse Gaussian Distribution;    Conditional Moments;    Mean Residual Life;    Order Statistics;    Record Values;   

DOI  :  10.3844/jmssp.2015.70.74

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

Inthis study, we characterize the power inverse Gaussian and generalized inverseGaussian distributions based on recurrence relations for conditional moments interms of hazard rate functions. Relations for conditional moments of thelargest order statistic (upper record value) given the second largest orderstatistic (upper record value) are derived from these recurrence relations. Characterizationsof the inverse Gaussian, reciprocal inverse Gaussian, gamma and reciprocalgamma distributions are obtained as special cases of both the power inverseGaussian and the generalized inverse Gaussian distributions.

【 授权许可】

Unknown