A characterization of the generalized inverse Gaussian distribution by continued fractions

1983 ◽  
Vol 62 (4) ◽  
pp. 485-489 ◽  
Author(s):  
G�rard Letac ◽  
Vanamamalai Seshadri
Author(s):  
M. Aslam Chaudhry ◽  
S. M. Zubair

AbstractIn this paper we have introduced extensions νυ(α, x; b) and Γν(α, x; b) of the generalized Gamma functions γ(α x; b) and Γ(α, x; b) considered recently by Chaudhry and Zubair. These extensions are found useful in the representations of the Laplace and K-transforms of a class of functions. We have also defined a generalization of the inverse Gaussian distribution. The cumulative and the reliability functions of the generalized inverse Gaussian distribution are expressed in terms of these functions. Some useful properties of the functions are also discussed.


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