Lecture Notes in Statistics

Statistical Properties of the Generalized Inverse Gaussian Distribution

Authors: Joergenson, Bent

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About this book

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.

Table of contents (2 chapter)

  • Related distributions

    Bent Jørgensen

    Pages 20-38

    Buy Chapter $29.95
  • Inference

    Bent Jørgensen

    Pages 66-99

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Buy this book

eBook $69.99 net
( price for USA )
  • ISBN 978-1-4612-5698-4
  • digitally watermarked, no DRM
  • included format: PDF
  • eBooks can be used on all Reading Devices
Softcover $99.00 net
( price for USA )
  • ISBN 978-0-387-90665-2
  • free shipping for individuals worldwide
  • usually dispatched within 3 to 5 business days

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Bibliographic Information

Bibliographic Information
Book Title
Statistical Properties of the Generalized Inverse Gaussian Distribution
Series Title
Lecture Notes in Statistics
Series Volume
9
Copyright
1982
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4612-5698-4
DOI
10.1007/978-1-4612-5698-4
Softcover ISBN
978-0-387-90665-2
Series ISSN
0930-0325
Edition Number
1
Topics