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Generalized inverse normal distributions

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  • Robert, Christian

Abstract

In this paper, we study the basic properties of the generalized inverse normal distribution, natural alternative to the inverse Gaussian distribution, and we show that it generates a conjugate prior family in a normal estimation problem.

Suggested Citation

  • Robert, Christian, 1991. "Generalized inverse normal distributions," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 37-41, January.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:1:p:37-41
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    Cited by:

    1. Yannis M. Ioannides, 2022. "Endogenous Social Networks And Inequality In An Intergenerational Setting," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1691-1715, November.

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