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A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions
Authors:Nguyen, Truc T.   Chen, John T.   Gupta, Arjun K.   Dinh, Khoan T.
Affiliation:1 Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio 43403-0221, U.S.Atnguyen{at}bgnet.bgsu.edu jchen{at}bgnet.bgsu.edu gupta{at}bgnet.bgsu.edu 2 Department of Statistics, US Environmental Protection Agency, Washington, DC 20460, U.S.A.dinh.khoan{at}epamail.epa.gov
Abstract:
Keywords:Generalised inverse Gaussian distribution   Hyperbolic distribution   Modified Bessel function of the third kind   Positive skewness
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