A new generalized inverse Gaussian distribution with Bayesian estimators

Abstract A new family of distributions, called the transformed inverse Gaussian (TIG) distribution with four parameters, is introduced. Within this family, a specific distribution called the new generalized inverse Gaussian (NGIG) distribution, with three parameters, is examined in depth. Two distin...

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Bibliographic Details

Published in:	Discover Data
Main Authors:	Kenneth Goward, Chin-I Cheng, Kahadawala Cooray, Keshab Raj Dahal
Format:	Article
Language:	English
Published:	Springer 2025-07-01
Subjects:	Bayesian analysis Inverse Gaussian distribution Maximum likelihood estimation Metropolis-Hastings algorithm
Online Access:	https://doi.org/10.1007/s44248-025-00066-y