
Probability and Statistics Basic Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
March 17th, 2017, 04:44 AM  #1 
Newbie Joined: Mar 2017 From: Antananarivo Madagascar Posts: 4 Thanks: 0  inverse gaussian distribution
hi, for X~IG(m,l), IG:inverse gaussian, the characteristic function C_X(t)=E[exp(itX)]=exp{m/l (1(12im^2 t/l)^1/2)} i need help to demonstrate that: and differentiating C_X(t) by r times and letting t=0 E[X^r]=m^r \sum_{k=0}^{r1}(r1+k)!/(k!(r1k)!)(m/2l)^k 
March 21st, 2017, 11:18 PM  #2 
Newbie Joined: Mar 2017 From: Antananarivo Madagascar Posts: 4 Thanks: 0  Anyone has this book
Hi, Anyone has this book: "Monograph on inverse gaussian distribution" by WASAN Mandanlal T. (1966)? It's very helpfull for me. Thanks 

Tags 
distribution, gaussian, inverse 
Search tags for this page 
wasan monograph on inverse gaussian,wasan monograph inverse gaussian.pdf,wasan m. T. monograph inverse gaussian
Click on a term to search for related topics.

Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
gaussian distribution and integral  mhhojati  Calculus  2  January 14th, 2016 05:43 PM 
Standard Deviation of Squared Gaussian Distribution  AeroX  Advanced Statistics  2  March 12th, 2015 03:59 PM 
Improper integral  inverse gaussian distribution  Malkolm  Calculus  3  April 29th, 2012 06:54 AM 
Variance of sum of two Gaussian (Normal) distribution  Herald  Algebra  6  October 28th, 2008 01:31 PM 
gaussian/normal distribution with small sigma  albert.sole  Algebra  2  October 24th, 2008 10:02 AM 