Special Cases
The inverse Gaussian and gamma distributions are special cases of the generalized inverse Gaussian distribution for p = -1/2 and b = 0, respectively. Specifically, an inverse Gaussian distribution of the form
is a GIG with, and . A Gamma distribution of the form
is a GIG with, and .
Other special cases include the inverse-gamma distribution, for a=0, and the hyperbolic distribution, for p=0.
Read more about this topic: Generalized Inverse Gaussian Distribution
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