A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions

Authors: Nguyen T.T.¹; Chen J.T.¹; Gupta A.K.¹; Dinh K.T.²

Source: Biometrika, Volume 90, Number 1, March 2003 , pp. 245-250(6)

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Abstract:

We prove the conjecture that the generalised inverse Gaussian distribution is positively skew.

Keywords: Generalised inverse Gaussian distribution; Hyperbolic distribution; Modified Bessel function of the third kind; Positive skewness

Document Type: Original article

Affiliations: 1: Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio 43403-0221, U.S.A. tnguyen@bgnet.bgsu.edu jchen@bgnet.bgsu.edu gupta@bgnet.bgsu.edu 2: Department of Statistics, US Environmental Protection Agency, Washington, DC 20460, U.S.A. dinh.khoan@epamail.epa.gov

Publication date: 2003-03-01