Bivariate inverse gaussian distribution

  • Essam K. Al-Hussaini
  • Nagi S. ABD-El-Hakim


A bivariate inverse Gaussian (IG) density function is constructed. Relations of the bivariate IG distribution to the normal and χ2 distributions are established. The corresponding bivariate random walk (RW) density function is obtained. The properties and behaviour of bivariate IG distribution are studied for large parametric values. Moment estimates of the five parameters are given and applications are pointed out. A generalization to the multivariate IG distribution is proposed.


Density Function Random Walk Bivariate Distribution Inverse Gaussian Distribution Positive Drift 


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Copyright information

© Kluwer Academic Publishers 1981

Authors and Affiliations

  • Essam K. Al-Hussaini
    • 1
  • Nagi S. ABD-El-Hakim
    • 1
  1. 1.University of AssiutAssiutEgupt

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