[R] inverse.gaussian, nbinom
cribari at de.ufpe.br
Tue Jun 8 12:49:31 CEST 1999
On Tue, 08 Jun 1999, Chong Gu wrote:
> 1. inverse.gaussian is up there as one of the glm families, but do
> people ever use it? There is no inverse.gaussian in the R
> distribution family, and when I checked McCullagh & Nelder, it only
> appeared twice in the book (according to subject index), once in the
> table on p. 30 and once on p. 38 in a passing sentence. Is there a
> good reference on this distribution?
Chhikara, R.S. & Folks, J.L. (1989). The Inverse Gaussian Distribution:
Theory, Methodology and Applications. New York: Marcel Dekker.
Desmond, A.F. & Chapman, G.R. (1993). Modelling task completion data
with inverse Gaussian mixtures. Applied Statistics, 42, 603-613.
Whitmore, G.A. (1986). Inverse Gaussian ratio estimation. Applied
Statistics, 35, 8-15.
For an example where the fit of an inverse Gaussian model is better
than that of a normal or gamma model, see pp.98-101 in
Lindsey, J.K. (1997). Applying Generalized Linear Models. New York:
Finally, for a good and detailed discussion of the IG distribution,
see chapter 15 (pp.259-297) in
Johnson, N.L., Kotz, S. & Balakrishnan, N. (1994). Continuous Univariate
Distributions, Vol.1, 2nd ed. New York: Wiley.
Francisco Cribari-Neto voice: +55-81-2718420
Departamento de Estatistica fax: +55-81-2718422
Universidade Federal de Pernambuco e-mail: cribari at de.ufpe.br
Recife/PE, 50740-540, Brazil web: www.de.ufpe.br/~cribari/
I would like to get an education, but it may be too late:
I already have my doctorate.
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