Statistical Properties of Inverse Gaussian Distributions. II
Statistical Properties of Inverse Gaussian Distributions. II
Given a fixed number $n$ of observations on a variate $x$ which has the Inverse Gaussian probability density function $$\exp\big\{-\frac{\phi^2x}{2\lambda} + \phi - \frac{\lambda}{2x}\big\} \sqrt{\frac{\lambda}{2\pi x^3}},\quad 0 < x < \infty$$, for which $E(x) = \lambda/\phi = \mu$, it is shown how to find functions of the sample mean $m$ …