Statistical Properties of the Generalized Inverse Gaussian Distribution

Name: Statistical Properties of the Generalized Inverse Gaussian Distribution
Brand: Springer-Verlag New York Inc.
SKU: 9780387906652
Price: 19801 HUF
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Szerző: B. Jorgensen

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer-Verlag New York Inc.

Elérhetőség: Beszállítói készleten

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In 1978 the idea of studying the generalized inverse Gaussian distribution was proposed to me by Pro...

Információk a könyvről

Szerző

B. Jorgensen

Nyelv

Angol

Kötés

Könyv - Puha kötésű

oldal

188

EAN

9780387906652

ISBN

0387906657

Enbook ID

01383707

Kiadó

Springer-Verlag New York Inc.

Súly

314

Méretek

155 x 235 x 12

Teljes leírás

In 1978 the idea of studying the generalized inverse Gaussian distribution was proposed to me by Professor Ole Barndorff-Nielsen, who had come across the distribution in the study of the socalled hyperbolic distributions where it emerged in connection with the representation of the hyperbolic distributions as mixtures of normal distributions. The statistical properties of the generalized inverse Gaussian distribution were at that time virtually unde veloped, but it turned out that the distribution has some nice properties, and models many sets of data satisfactorily. This work contains an account of the statistical properties of the distribu tion as far as they are developed at present. The work was done at the Department of Theoretical Statistics, Aarhus University, mostly in 1979, and was partial fulfilment to wards my M.Sc. degree. I wish to convey my warm thanks to Ole Barn dorff-Nielsen and Preben BI~sild for their advice and for comments on earlier versions of the manuscript and to Jette Hamborg for her skilful typing.

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Statistical Properties of the Generalized Inverse Gaussian Distribution

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