In this paper, we prove a local limit theorem and probability metrics bounds between the inverse Gaussian distribution (also called the Wald distribution) and the normal distribution with the same mean and variance. We also extend these results to the multivariate inverse Gaussian distribution introduced by Minami (2003).
翻译:在本文中,我们证明了高山的反分布(也称为Wald分布)与相同平均值和差异的正常分布之间的局部限值理论和概率度量界限,并将这些结果扩大到米南(2003年)引入的多变量高山分布。