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March 17th, 2017, 03:44 AM  #1 
Newbie Joined: Mar 2017 From: Antananarivo Madagascar Posts: 2 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, 10:18 PM  #2 
Newbie Joined: Mar 2017 From: Antananarivo Madagascar Posts: 2 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 

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