Generalized inverse normal distributions

Christian Robert

Statistics & Probability Letters, 1991, vol. 11, issue 1, 37-41

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.

Keywords: Inverse; Gaussian; Bayesian; estimation; conjugate; prior; multiplicative; model (search for similar items in EconPapers)
Date: 1991
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