Abstract:
The objective of this paper is to characterize Chaudhry and Zubair’s extended generalized inverse Gaussian distribution [11] [Chaudhry, M. A., Zubair, S. M.: On A Class of Incomplete Gamma Functions, with Applications. Chapman & Hall/CRC, Boca Raton (2002)]. Some distributional properties of the extended generalized inverse Gaussian distribution are given. Based on these distributional properties, several characterizations of the extended generalized inverse Gaussian distribution are given by truncated moment, order statistics and upper record values.