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Statistical Properties of the Generalized Inverse Gaussian Distribution
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Statistical Properties of the Generalized Inverse Gaussian Distribution Paperback - 1981

by B. Jorgensen


From the publisher

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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  • Title Statistical Properties of the Generalized Inverse Gaussian Distribution
  • Author B. Jorgensen
  • Binding Paperback
  • Edition 1st
  • Pages 188
  • Volumes 1
  • Language ENG
  • Publisher Springer, New York, NY
  • Date 1981-12-16
  • ISBN 9780387906652 / 0387906657
  • Weight 0.63 lbs (0.29 kg)
  • Dimensions 9.21 x 6.14 x 0.42 in (23.39 x 15.60 x 1.07 cm)
  • Library of Congress subjects Inverse Gaussian distribution
  • Library of Congress Catalog Number 81018435
  • Dewey Decimal Code 519.53
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Statistical Properties of the Generalized Inverse Gaussian Distribution
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Statistical Properties of the Generalized Inverse Gaussian Distribution

by Bent Joergenson

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Statistical Properties of the Generalized Inverse Gaussian Distribution: Vol 009
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Statistical Properties of the Generalized Inverse Gaussian Distribution: Vol 009

by Jorgensen, Bent

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Statistical properties of the generalized inverse gaussian distribution / Bent Jrgensen

Statistical properties of the generalized inverse gaussian distribution / Bent Jrgensen

by Jrgensen, Bent

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New York : Springer-Verlag, 1982. 1st edition. Softcover. Fine paperback copy. Minor library marks remain (internally). Particularly well-preserved; tight, bright and clean. Physical description; 188 pp. Contents; 1 Introduction -- 2 Basic properties -- 2.1 Moments and cumulants -- 3 Related distributions -- 3.1 Normal approximations -- 3.2 Powers and logarithms of generalized inverse Gaussian variates -- 3.3 Products and quotients of generalized inverse Gaussian variates -- 3.4 A generalized inverse Gaussian Markov process -- 3.5 The generalized hyperbolic distribution -- 4 Maximum likelihood estimation -- 4.1 Estimation for fixed ? -- 4.2 On the asymptotic distribution of the maximum likelihood estimate for fixed ? -- 4.3 The partially maximized log-likelihood for ?, estimation of ? -- 4.4 Estimation of ? when ? and ? are fixed -- 4.5 Estimation of ? when ? and ?>0 are fixed -- 5 Inference -- 5.1 Distribution results -- 5.2 Inference about ? -- 5.3 Inference about ? -- 5.4 One-way analysis of… Read More
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Statistical Properties of the Generalized Inverse Gaussian Distribution
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Statistical Properties of the Generalized Inverse Gaussian Distribution

by B. Jorgensen

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Statistical Properties of the Generalized Inverse Gaussian Distribution (Lecture Notes in...
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Statistical Properties of the Generalized Inverse Gaussian Distribution (Lecture Notes in Statistics 9)

by Jorgensen, Bent

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Statistical Properties of the Generalized Inverse Gaussian Distribution
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Statistical Properties of the Generalized Inverse Gaussian Distribution

by Bent Joergenson

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Statistical Properties of the Generalized Inverse Gaussian Distribution (Lecture Notes in...
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Statistical Properties of the Generalized Inverse Gaussian Distribution (Lecture Notes in Statistics 9)

by Jorgensen, B

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