Statistical Properties of the Generalized Inverse Gaussian Distribution is popular PDF and ePub book, written by B. Jorgensen in 2012-12-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Statistical Properties of the Generalized Inverse Gaussian Distribution can be Read Online from any device for your convenience.
Statistical Properties of the Generalized Inverse Gaussian Distribution Book PDF Summary
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.
Detail Book of Statistical Properties of the Generalized Inverse Gaussian Distribution PDF
- Author : B. Jorgensen
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9781461256984
- Genre : Mathematics
- Total Page : 197 pages
- Language : English
- PDF File Size : 14,6 Mb
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