David Scott wrote:
Jorge Ivan Velez wrote:
Hi Tim,
Take a look at
http://bm2.genes.nig.ac.jp/RGM2/R_current/library/fBasics/man/dist-nigFit.html
HTH,
Jorge'
i don't think this is what the OP wanted. The nig is the normal inverse
Gaussian distribution, which is a special case of the generalized
inverse Gaussian distribution. Its support is the real line and it has 4
parameters. The inverse Gaussian is a special case of the generalized
inverse Gaussian. It has support the positive half line and 2 parameters.
Sorry, that must look like nonsense. I meant to say:
The nig is a special case of the generalized hyperbolic distribution.
David Scott
David Scott
On Sun, Dec 6, 2009 at 12:48 PM, noclue_ <> wrote:
I have a one-variable data set in R.
The plot of histogram of my numerical variable suggests an inverse
gaussian distribution.
How can I obtain best estimation for the two parameters of inverse
gaussian based on my data?
Thanks.
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_________________________________________________________________
David Scott Department of Statistics
The University of Auckland, PB 92019
Auckland 1142, NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018
Director of Consulting, Department of Statistics
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