The Inverse Gaussian Distribution and its Statistical Application—A Review
- 1 July 1978
- journal article
- review article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 40 (3) , 263-275
- https://doi.org/10.1111/j.2517-6161.1978.tb01039.x
Abstract
Summary: This paper reviews the development of the inverse Gaussian distribution and of statistical methods based upon it from the paper of Schrödinger (1915) to the present (1978). After summarizing the properties of the distribution, the paper presents tests of hypotheses, estimation, confidence intervals, regression and “analysis of variance” based upon the inverse Gaussian. its potential role in reliability work is discussed and work on Bayesian statistics is reviewed briefly. An extensive set of references to the distribution is given.This publication has 30 references indexed in Scilit:
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