Statistical Properties of the Generalized Inverse Gaussian Distribution

Language: English

Published by Springer, 1981

0387906657 / 9780387906652

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.…

Title
Statistical Properties of the Generalized Inverse Gaussian Distribution
Author
B. Jorgensen
Publisher
Springer
Publication year
1981
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0387906657
ISBN 13
9780387906652
Item weight
312 grams
Dimensions
235x155x12 mm

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