On an inverse Gaussian process

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Duration: 3 min 30 s
Description: Abstract Tweedie [11] investigated properties of the Inverse Gaussian distribution. We define in this paper the Inverse Gaussian process. For the discrete case we find the density function of the functions of Inverse Gaussian variates. We look for covariance function and stochastic integral as well as conditional density functions of an Inverse Gaussian process.
M. T. Wasan
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