TITLE:
Gamma-Generalized Inverse Gaussian Class of Distributions
AUTHORS:
Richard L. K. Tinega, Joash M. Kerongo, Joseph A. M. Ottieno
KEYWORDS:
GIG, Mixture, Special Cases, Limiting Cases, Gamma, Mixing Distribution
JOURNAL NAME:
Open Journal of Statistics,
Vol.11 No.6,
December
23,
2021
ABSTRACT: Gamma distribution nests
exponential, chi-squared and Erlang distributions; while generalized Inverse
Gaussian distribution nests quite a number of distributions. The aim of this
paper is to construct a gamma mixture using Generalized inverse Gaussian mixing
distribution. The rth moment of the
mixture is obtained via the rth moment of the mixing distribution. Special cases and limiting cases of the
mixture are deduced.