Information geometry of the power inverse Gaussian distribution
Zhenning Zhang, Huafei Sun, Fengwei Zhong · 2007
The power inverse Gaussian distribution is a common distri- bution in reliability analysis and lifetime models. In this paper, we give the geometric structures of the power inverse Gaussian manifold from the viewpoint of information geometry. Firstly, we obtain the Fisher infor- mation matrix, Riemannian connections, Gaussian curvature of the power inverse Gaussian manifold. Then we consider the dual structure of this manifold and investigate the KullBack divergence. At last we give an immersion from the power inverse Gaussian manifold into an a-ne space.