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An Alternative Derivation of the Distributions of the Maximum Likelihood Estimators of the Parameters in an Inverse Gaussian Distribution

✍ Scribed by Gauri Sankar Datta

Book ID
124304913
Publisher
Oxford University Press
Year
2005
Tongue
English
Weight
234 KB
Volume
92
Category
Article
ISSN
0006-3444

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The Normal-Inverse Gaussian distribution arises as a Normal variance-mean mixture with an Inverse Gaussian mixing distribution. This article deals with Maximum Likelihood estimation of the parameters of the Normal-Inverse Gaussian distribution. Due to the complexity of the likelihood, direct maximiz