Neutrosophic Inverse Gamma Distribution: Properties and Application

A. In the current study, we presented new continuous statistical distribution, a Neutrosophic Inverse Gamma Distribution.This distribution represents a combination of a classical inverse gamma distribution and the neutrosophic analysis, with the aim of studying the effect of the uncertainty part in the data in statistical analyses.The first part of the study included the most important theoretical properties of the new distribution, namely the first and second moments and variance, as well as the formula for the estimators of the Neutrosophic Inverse Gamma Distribution parameters using the maximum likelihood method.On the practical side, we used the R program version (2.3.4) to generate data distributed according to the inverse gamma distribution with size (n = 100) based on the simulation method.The parameters were estimated in two cases, the first is for the classic inverse gamma distribution (without adding the uncertainty part), The second case is estimating the parameters of the neutrosophic distribution (by adding the uncertainty part).It turns out that the inverse neutrosophic gamma distribution is more flexible and realistic than the classical model for data that are characterized by ambiguity or difficulty in measurement.