Gamma-Generalized Inverse Gaussian Class of Distributions
Richard L. K. Tinega, Joash M. Kerongo, Joseph A. M. Ottieno · Open Journal of Statistics · 2021
Gamma distribution nests exponential, chi-squared and Erlang distributions; while generalized Inverse Gaussian distribution nests quite a number of distributions. The aim of this paper is to construct a gamma mixture using Generalized inverse Gaussian mixing distribution. The rth moment of the mixture is obtained via the rth moment of the mixing distribution. Special cases and limiting cases of the mixture are deduced.