Gamma-Generalized Inverse Gaussian Class of Distributions ()
ABSTRACT
Gamma distribution nests
exponential, chi-squared and Erlang distributions; while generalized Inverse
Gaussian distribution nests quite a number of distributions. The aim of this
paper is to construct a gamma mixture using Generalized inverse Gaussian mixing
distribution. The rth moment of the
mixture is obtained via the rth moment of the mixing distribution. Special cases and limiting cases of the
mixture are deduced.
Share and Cite:
Tinega, R. , Kerongo, J. and Ottieno, J. (2021) Gamma-Generalized Inverse Gaussian Class of Distributions.
Open Journal of Statistics,
11, 1026-1043. doi:
10.4236/ojs.2021.116061.
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