Statistical Properties of the Generalized Inverse Gaussian Distribution
Bent Jorgensen
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Description for Statistical Properties of the Generalized Inverse Gaussian Distribution
Paperback. Series: Lecture Notes in Statistics. Num Pages: 188 pages, biography. BIC Classification: PBT. Category: (G) General (US: Trade). Dimension: 235 x 155 x 11. Weight in Grams: 314.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
1981
Publisher
Springer-Verlag New York Inc. United States
Number of pages
188
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
188
Place of Publication
New York, NY, United States
ISBN
9780387906652
SKU
V9780387906652
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Ref
99-15
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