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Maximum Likelihood Estimation of Parameters in the Inverse Gaussian Distribution, with Unknown Origin

✍ Scribed by Cheng, R. C. H.; Amin, N. A. K.

Book ID
126760922
Publisher
American Statistical Association
Year
1981
Tongue
English
Weight
830 KB
Volume
23
Category
Article
ISSN
0040-1706

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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