Questions tagged [inverse-gaussian-distrib]

A right skew continuous probability distribution on positive real numbers.

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34 views

Inverse Gaussian Distribution and the Central Limit Theorem

Let the random variables $Y_1,\ldots,Y_n$ be independent and identically distributed (i.i.d.) (standard) Inverse Gaussian random variables with parameters $\mu$ and $\lambda$. Then, let the random ...
3
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330 views

Expectation of log(1/X) when X follows inverse gaussian distribution

Can anybody help me in this question? How to derive the expectation of log(1/X) when X follows inverse Gaussian distribution? Found out a type of approximation for $\mathbb{E}[\log(X)]$ while $X \sim ...
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193 views

Specifying distribution in generalized estimating equation GEE

GEE allows you to identify the distribution of the outcome variable and appropriate link function. How do you make this selection in a longitudinal model where the distribution changes in time. An ...
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120 views

How to get the prediction std using Gaussian Process in Scikit-Learn

I'm fitting some data using Gaussian Process (GP) in Scikit-Learn. As I understand, the GP requires to scale both X (input features) and Y (outputs) to standard normal distribution (mean = 0 and std = ...
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298 views

Interpretation of Generalized Inverse Gaussian regression with GAMLSS

Background on my project: I am comparing proteins (nodes) between a network representing protein interactions in metastatic patients v/s another network representing protein interactions in non-...
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716 views

Fitting GLM (family = inverse.gaussian) on simulated AR(1)-data

I am encountering quite an annoying and to me incomprehensible problem, and I hope some of you can help me. I am trying to estimate the autoregression (influence of previous measurements of variable X ...
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291 views

GLMM inverse gaussian and treatment contrasts (response times)

I've been trying to analyse a dataset of response times following Lo & Andrews' (2015) proposal here: https://doi.org/10.3389/fpsyg.2015.01171 They propose using a GLMM that assumes a Gamma or ...
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35 views

Gaussian Bivariate Copulas Inconsistent Reasoning

While studying Gaussian copulas, I have stumbled accross a question which seems to result from wrong reasoning. In the arguments below, where have I gone wrong? Let $c(u, v)$ denote the density of ...
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293 views

How to calculate E(1/Y) when Y is Inverse Gaussian distributed?

The Inverse Gaussian Distribution density is : $$\frac{\phi^{\frac{1}{2}}}{\sqrt{2\pi y^3}} exp[\frac{-\phi(y - \mu)^2}{2\mu^2y}]$$ Got to this integral: $$\int_0^\infty \frac{1}{y} \frac{\phi^{\frac{...
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224 views

Testing GLMM residuals against specific families and link functions (R)

When running a GLMM in R with family=gaussian and link=identity, it's easy enough to test whether normality and homoscedasticity ...
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147 views

Conditional inverse Gaussian distribution

I am considering the Inverse Gaussian distribution as the hitting time distribution for a Wiener process, $W(t)$, with drift parameter $\nu$ and variance parameter $\sigma$. Define the hitting time as ...
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35 views

The inverse cumulative distribution of the product of two normally distributed variables

Let me preface this by saying that I am not in any sense a statistician and I might be going about this totally wrong… I am interested in calculating the inverse cumulative distribution of the ...
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36 views

Modelling Inverse Gaussian Distribution for Survival Data in R

I am fitting survival data with different distributions in order to determine what best characterises my data. I believe that the inverse gaussian distribution may be a good fit but I have been having ...
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47 views

Minimum of n independent, but not identically distributed inverse Gaussians

I would like to find the probability distribution of the minimum of of n independent, but not identically distributed, i.e. differently parametrized inverse Gaussians. I would prefer an analytical ...
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46 views

Transformation the inverse Gaussian probability distribution

Suppose $X$ has pdf $I(\mu, \tau)$ with density, $$\sqrt{\frac{\tau}{2\pi x^{3}}}\exp\{-\frac{\tau}{2x\mu^{2}}(x-\mu)^2\}\quad; x>0, \quad \tau,\mu>0$$ I want to find the distribution of $V = \...
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548 views

Sufficient Statistic for inverse Gaussian Distribution

Let $X_1,...,X_n$ be a random sample from population with the pdf of the inverse Gaussian distribution $$f(x|\theta,\beta)=(\frac{\beta}{2 \pi x^3})^\frac{1}{2}e^{-\frac{\beta(x-\theta)^2}{2\...