On an inverse Gaussian process
- 1 January 1968
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1968 (1-2) , 69-96
- https://doi.org/10.1080/03461238.1968.10413264
Abstract
Tweedie [11] investigated properties of the Inverse Gaussian distribution. We define in this paper the Inverse Gaussian process. For the discrete case we find the density function of the functions of Inverse Gaussian variates. We look for covariance function and stochastic integral as well as conditional density functions of an Inverse Gaussian process.Keywords
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