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Chi-squared transform of an inverse Gaussian variable
(
λ
(
X
−
μ
)
2
/
(
μ
2
X
)
∼
χ
1
2
)
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Area of mathematics
Probability and statistics
Statistical model
Statistical modelling
Exponential family
Inverse Gaussian distribution
2026-10-07
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For
X
∼
I
G
(
μ
,
λ
)
,
h
(
X
)
=
λ
(
X
−
μ
)
2
/
(
μ
2
X
)
has the chi-squared-one
law
. Its two inverse branches contribute
weights
μ
/
(
μ
+
x
−
)
and
μ
/
(
μ
+
x
+
)
to the transformed
density
, and reciprocal
roots
make those
weights
sum
to one.
Ancestors
(8)
Inverse Gaussian distribution
Exponential family
Statistical modelling
Statistical model
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2012
/
iii
/
Paper 38
/
3
/
Solution
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