The skewness of an inverse Gaussian distribution is known to be y = 3Vu/X. Use the...
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The skewness of an inverse Gaussian distribution is known to be y = 3Vu/X. Use the delta method to find the asymptotic distribution of the estimated skewness = 3Vi/A. Hint; E[X] = 4, Var(X) /A, E[1/X] = 1/u+1/A, Var(1/X) = 1/(uA) +2/X?. %3D The skewness of an inverse Gaussian distribution is known to be y = 3Vu/X. Use the delta method to find the asymptotic distribution of the estimated skewness = 3Vi/A. Hint; E[X] = 4, Var(X) /A, E[1/X] = 1/u+1/A, Var(1/X) = 1/(uA) +2/X?. %3D
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