JSTOR Daily

K-Sample Likelihood Ratio Tests on the Inverse-Gaussian Distribution

Journal of the Royal Statistical Society. Series D (The Statistician) The Statistician joined the Journal of the Royal Statistical Society as its Series D from the journal of the Institute of ...
JSTOR Daily

Symmetrizing and Variance Stabilizing Transformations of Sample Coefficient of Variation from Inverse Gaussian Distribution

Coefficient of variation (CV) plays an important role in statistical practice; however, its sampling distribution may not be easy to compute. In this paper, the distributional properties of the sample ...
Risk

Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio

Although the literature about measuring probability of default (PD) in retail credit portfolios is vast, the same thing cannot be said about measuring exposure at default (EAD). This paper aims to ...