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The Inverse Gaussian Distribution and Its Statistical Application--A Review

J. L. Folks and R. S. Chhikara
Journal of the Royal Statistical Society. Series B (Methodological)
Vol. 40, No. 3 (1978), pp. 263-289
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2984691
Page Count: 27
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
The Inverse Gaussian Distribution and Its Statistical Application--A Review
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Abstract

This paper reviews the development of the inverse Gaussian distribution and of statistical methods based upon it from the paper of Schrodinger (1915) to the present (1978). After summarizing the properties of the distribution, the paper presents tests of hypotheses, estimation, confidence intervals, regression and "analysis of variance" based upon the inverse Gaussian. Its potential role in reliability work is discussed and work on Bayesian statistics is reviewed briefly. An extensive set of references to the distribution is given.

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