Statistical Properties of the Generalized Inverse Gaussian Distribution - Lecture Notes in Statistics - B. Jorgensen - Libros - Springer-Verlag New York Inc. - 9780387906652 - 16 de diciembre de 1981
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B. Jorgensen
Statistical Properties of the Generalized Inverse Gaussian Distribution - Lecture Notes in Statistics Softcover reprint of the original 1st ed. 1982 edition

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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.

188 pages, biography

Medios de comunicación Libros     Paperback Book   (Libro con tapa blanda y lomo encolado)
Publicado 16 de diciembre de 1981
ISBN13 9780387906652
Editores Springer-Verlag New York Inc.
Páginas 188
Dimensiones 155 × 235 × 11 mm   ·   285 g
Lengua Inglés  

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