Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/42934
Título: Gamma-generalized inverse gaussian class of distributions with applications
Autores/as: Gómez Déniz, Emilio 
Calderín-Ojeda, Enrique
Sarabia, José María
Clasificación UNESCO: 1209 Estadística
Palabras clave: Distribución
Estadística
Fecha de publicación: 2013
Editor/a: 0361-0926
Publicación seriada: Communications in Statistics - Theory and Methods 
Resumen: n this article, a new family of probability distributions with domain in R+ is introduced. This class can be considered as a natural extension of the exponential-inverse Gaussian distribution in Bhattacharya and Kumar (1986) and Frangos and Karlis (2004). This new family is obtained through the mixture of gamma distribution with generalized inverse Gaussian distribution. We also show some important features such as expressions of probability density function, moments, etc. Special attention is paid to the mixture with the inverse Gaussian distribution, as a particular case of the generalized inverse Gaussian distribution. From the exponential-inverse Gaussian distribution two one-parameter family of distributions are obtained to derive risk measures and credibility expressions. The versatility of this family has been proven in numerical examples.
URI: http://hdl.handle.net/10553/42934
ISSN: 0361-0926
DOI: 10.1080/03610926.2011.588360
Fuente: Communications in Statistics - Theory and Methods[ISSN 0361-0926],v. 42, p. 919-933
Colección:Artículos
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