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

Jorgensen, Bent

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ISBN 10: 0387906657 / ISBN 13: 9780387906652
Published by Springer, U.S.A., 1981
Used Condition: Very Good Soft cover
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Bibliographic Details

Title: Statistical Properties of the Generalized ...

Publisher: Springer, U.S.A.

Publication Date: 1981

Binding: Soft Cover

Book Condition:Very Good

Dust Jacket Condition: No Jacket

About this title


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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