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Biometrika 2003 90(1):245-250; doi:10.1093/biomet/90.1.245
© 2003 by Biometrika Trust
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A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions

Truc T.Nguyen1, John T.Chen1, Arjun K.Gupta1 and Khoan T.Dinh2

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

We prove the conjecture that the generalised inverse Gaussian distribution is positively skew.

Key Words: Generalised inverse Gaussian distribution; Hyperbolic distribution; Modified Bessel function of the third kind; Positive skewness

Received January 2002. Revised May 2002


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