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May 13, 2018 at 10:19 comment added Xi'an I was going to mention that this distribution looked like a generalisation of the inverse Gaussian distribution. The generalisation being in the power $a$.
May 12, 2018 at 17:06 history edited kjetil b halvorsen CC BY-SA 4.0
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May 12, 2018 at 16:03 comment added kjetil b halvorsen @Juho Kokkala: Thanks for helping! I will move the old answer to a new question.
May 12, 2018 at 14:01 comment added Juho Kokkala The conjugate prior of this question (as derived in the new question) seems to be known as the generalized inverse Gaussian en.wikipedia.org/wiki/… (The "old answer" part feels irrelevant, I'd delete it or move it to another question)
May 12, 2018 at 13:37 comment added kjetil b halvorsen @Juho Kokkala: I added a correct answer to the correct question ...
May 12, 2018 at 13:36 history edited kjetil b halvorsen CC BY-SA 4.0
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May 12, 2018 at 11:16 comment added Juho Kokkala The question asks for equal mean and variance while this answer seems to be about equal mean and standard deviation
May 12, 2018 at 11:08 history edited kjetil b halvorsen CC BY-SA 4.0
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May 11, 2018 at 22:13 history answered kjetil b halvorsen CC BY-SA 4.0