A bivariate inverse Gaussian (IG) density function is constructed and its characteristic function obtained. Relations of the bivariate IG distribution to the normal and x2 distributions are established. The corresponding bivariate random walk (RW) density and its characteristic functions are obtained.
The properties and behaviour of bivariate IC 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 and the corresponding characteristic function derived
Al-Husaini, E., Abdel-Hakim, N. (1980). 'Bivariate Inverse Gaussian Distribution', The Egyptian Statistical Journal, 24(1), pp. 100-117. doi: 10.21608/esju.1980.428155
VANCOUVER
Al-Husaini, E., Abdel-Hakim, N. Bivariate Inverse Gaussian Distribution. The Egyptian Statistical Journal, 1980; 24(1): 100-117. doi: 10.21608/esju.1980.428155
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