Statistical Properties of the Generalized Inverse Gaussian Distribution:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1982
|
| Series: | Lecture Notes in Statistics
9 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 undeveloped, 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 distribution 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 towards my M.Sc. degree. I wish to convey my warm thanks to Ole Barndorff-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 |
| Physical Description: | 1 Online-Ressource (188p) |
| ISBN: | 9781461256984 9780387906652 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4612-5698-4 |
Staff View
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| spelling | Jørgensen, Bent Verfasser aut Statistical Properties of the Generalized Inverse Gaussian Distribution by Bent Jørgensen New York, NY Springer New York 1982 1 Online-Ressource (188p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 9 0930-0325 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 undeveloped, 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 distribution 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 towards my M.Sc. degree. I wish to convey my warm thanks to Ole Barndorff-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 Mathematics Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Statistics, general Mathematik Statistik Statistische Schlussweise (DE-588)4182963-3 gnd rswk-swf Inverse Normalverteilung (DE-588)4162227-3 gnd rswk-swf Verallgemeinerte Inversion (DE-588)4726762-8 gnd rswk-swf Normalverteilung (DE-588)4075494-7 gnd rswk-swf 1\p (DE-588)4113937-9 Hochschulschrift gnd-content Normalverteilung (DE-588)4075494-7 s 2\p DE-604 Statistische Schlussweise (DE-588)4182963-3 s 3\p DE-604 Verallgemeinerte Inversion (DE-588)4726762-8 s 4\p DE-604 Inverse Normalverteilung (DE-588)4162227-3 s 5\p DE-604 Lecture Notes in Statistics 9 (DE-604)BV036592911 9 https://doi.org/10.1007/978-1-4612-5698-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Jørgensen, Bent Statistical Properties of the Generalized Inverse Gaussian Distribution Lecture Notes in Statistics Mathematics Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Statistics, general Mathematik Statistik Statistische Schlussweise (DE-588)4182963-3 gnd Inverse Normalverteilung (DE-588)4162227-3 gnd Verallgemeinerte Inversion (DE-588)4726762-8 gnd Normalverteilung (DE-588)4075494-7 gnd |
| subject_GND | (DE-588)4182963-3 (DE-588)4162227-3 (DE-588)4726762-8 (DE-588)4075494-7 (DE-588)4113937-9 |
| title | Statistical Properties of the Generalized Inverse Gaussian Distribution |
| title_auth | Statistical Properties of the Generalized Inverse Gaussian Distribution |
| title_exact_search | Statistical Properties of the Generalized Inverse Gaussian Distribution |
| title_full | Statistical Properties of the Generalized Inverse Gaussian Distribution by Bent Jørgensen |
| title_fullStr | Statistical Properties of the Generalized Inverse Gaussian Distribution by Bent Jørgensen |
| title_full_unstemmed | Statistical Properties of the Generalized Inverse Gaussian Distribution by Bent Jørgensen |
| title_short | Statistical Properties of the Generalized Inverse Gaussian Distribution |
| title_sort | statistical properties of the generalized inverse gaussian distribution |
| topic | Mathematics Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Statistics, general Mathematik Statistik Statistische Schlussweise (DE-588)4182963-3 gnd Inverse Normalverteilung (DE-588)4162227-3 gnd Verallgemeinerte Inversion (DE-588)4726762-8 gnd Normalverteilung (DE-588)4075494-7 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Statistics, general Mathematik Statistik Statistische Schlussweise Inverse Normalverteilung Verallgemeinerte Inversion Normalverteilung Hochschulschrift |
| url | https://doi.org/10.1007/978-1-4612-5698-4 |
| volume_link | (DE-604)BV036592911 |
| work_keys_str_mv | AT jørgensenbent statisticalpropertiesofthegeneralizedinversegaussiandistribution |