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

 
9780387906652: Statistical Properties of the Generalized Inverse Gaussian Distribution (Lecture Notes in Statistics 9)
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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.

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  • PublisherSpringer
  • Publication date1981
  • ISBN 10 0387906657
  • ISBN 13 9780387906652
  • BindingPaperback
  • Edition number1
  • Number of pages188

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Book Description Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9780387906652

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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1 Introduction.- 2 Basic properties.- 2.1 Moments and cumulants.- 3 Related distributions.- 3.1 Normal approximations.- 3.2 Powers and logarithms of generalized inverse Gaussian variates.- 3.3 Products and quotients of generalized inverse Gaussian variates. Seller Inventory # 5911721

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Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 200 pp. Englisch. Seller Inventory # 9780387906652

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