# Inverse Gaussian Exponential Family

• Mar 10th 2008, 11:50 AM
Shaun Gill
Inverse Gaussian Exponential Family
Can anyone tell me how to prove the Inverse Gaussian distribution belongs to the exponential family? I've shown it with both the Poisson and the exponential distribution itself, but am struggling with the Inverse Gaussian being more complicated.

For anyone that doesn't know, it takes the form:

f(y)=(sqrt(2*pi*ф*(y^3)))*exp(-((y-µ)^2)/(2*pi*(µ^2)*y)) where y,ф,µ >0

Many thanks,
Shaun
• Mar 11th 2008, 04:40 AM
Shaun Gill
ok i'm not bumping this thread, just saying that i have now got to the point where i need to express

(1/µ) - (1/2y) - y/(2*(µ^2))

in the form

yθ + b(θ)

Appreciate any help

Shaun
• Mar 11th 2008, 08:34 PM
mr fantastic
Quote:

Originally Posted by Shaun Gill
Can anyone tell me how to prove the Inverse Gaussian distribution belongs to the exponential family? I've shown it with both the Poisson and the exponential distribution itself, but am struggling with the Inverse Gaussian being more complicated.

For anyone that doesn't know, it takes the form:

f(y)=(sqrt(2*pi*ф*(y^3)))*exp(-((y-µ)^2)/(2*pi*(µ^2)*y)) where y,ф,µ >0

Many thanks,
Shaun

Have you read this and this.
• Mar 15th 2012, 01:17 PM
sdesair
Re: Inverse Gaussian Exponential Family
I have and I'm still stuck. Can you point me in the right direction ?