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Math Help - Inverse Gaussian Exponential Family

  1. #1
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    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-)^2)/(2*pi*(^2)*y)) where y,ф, >0

    Many thanks,
    Shaun
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  2. #2
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    ok i'm not bumping this thread, just saying that i have now got to the point where i need to express

    (1/) - (1/2y) - y/(2*(^2))

    in the form

    yθ + b(θ)

    Appreciate any help

    Shaun
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  3. #3
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    Quote Originally Posted by Shaun Gill View Post
    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-)^2)/(2*pi*(^2)*y)) where y,ф, >0

    Many thanks,
    Shaun
    Have you read this and this.
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  4. #4
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    Re: Inverse Gaussian Exponential Family

    I have and I'm still stuck. Can you point me in the right direction ?
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