Characterizations of GIG laws: a survey complemented with two new results
classification
🧮 math.PR
keywords
characterizationscharacterizationbeencomplementeddecadesdistributionespeciallyestablished
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Several characterizations of the Generalized Inverse Gaussian (GIG) distribution have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are established, one based on maximum likelihood estimation and the other is a Stein characterization.
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