Niu, Cuizhen; Guo, Xu; Xu, Wangli; Zhu, Lixing - In: Metrika 77 (2014) 6, pp. 795-809
Due to the strikingly resemblance to the normal theory and inference methods, the inverse Gaussian (IG) distribution is commonly applied to model positive and right-skewed data. As the shape parameter in the IG distribution is greatly related to other important quantities such as the mean,...