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Synopsis
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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Statistical Properties of the Generalized Inverse Gaussian Distribution (Lecture Notes in Statistics, 9, Band 9)
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Springer, 2013
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paperback. Etat : Befriedigend. 200 Seiten; 9780387906652.4 Gewicht in Gramm: 500. N° de réf. du vendeur 841539
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Statistical Properties of the Generalized Inverse Gaussian Distribution: 9 (Lecture Notes in Statistics, 9) [Paperback] Jorgensen, B.
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Springer, 1981
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ISBN 13 : 9780387906652
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Lecture Notes in Statistics: Statistical Properties of the Generalized Inverse Gaussian Distribution (Volume 9)
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Springer, 1982
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Etat : Good. Volume 9. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:0387906657. N° de réf. du vendeur 3898215
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Statistical Properties of the Generalized Inverse Gaussian Distribution. (= Lecture Notes in Statistics, Volume 12).
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Springer, New York, Berlin, 1981
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188 pp. with a lot of figures, 0387906657 Sprache: Englisch Gewicht in Gramm: 280 Groß 8°, Original-Karton (Softcover), Bibliotheks-Exemplar (ordnungsgemäß entwidmet) mit leichten Rückständen vom Rückenschild, Stempel auf Titel, Rücken leicht aufgehellt, insgesamt gutes und innen sauberes Exemplar, (library copy in good condition), N° de réf. du vendeur 123056
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Statistical properties of the generalized inverse gaussian distribution / Bent Jørgensen
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New York : Springer-Verlag, 1982
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ISBN 13 : 9780387906652
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1st edition. Fine paperback copy. Minor library marks remain (internally). Particularly well-preserved; tight, bright and clean. Physical description; 188 pp. Contents; 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 -- 3.4 A generalized inverse Gaussian Markov process -- 3.5 The generalized hyperbolic distribution -- 4 Maximum likelihood estimation -- 4.1 Estimation for fixed ? -- 4.2 On the asymptotic distribution of the maximum likelihood estimate for fixed ? -- 4.3 The partially maximized log-likelihood for ?, estimation of ? -- 4.4 Estimation of ? when ? and ? are fixed -- 4.5 Estimation of ? when ? and ?>0 are fixed -- 5 Inference -- 5.1 Distribution results -- 5.2 Inference about ? -- 5.3 Inference about ? -- 5.4 One-way analysis of variance -- 5.5 A regression model -- 6 The hazard function. Lifetime models. -- 6.1 Description of the hazard function -- 7 Examples -- 7.1 Failures of airconditioning equipment -- 7.2 Pulses along a nerve fibre -- 7.3 Traffic data -- 7.4 Repair time data -- 7.5 Fracture toughness of MIG welds -- References -- List of symbols. Subjects; Gaussian distribution. Normal Distribution. Probability theory. Statistics. Mathematics. 1 Kg. N° de réf. du vendeur 385876
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Statistical Properties of the Generalized Inverse Gaussian Distribution
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Springer New York, 1981
ISBN 10 : 0387906657
ISBN 13 : 9780387906652
Neuf
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Etat : 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. N° de réf. du vendeur 5911721
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Statistical properties of the generalized inverse gaussian distribution / Bent Jørgensen
Edité par
New York : Springer-Verlag, 1982
ISBN 10 : 0387906657
ISBN 13 : 9780387906652
Ancien ou d'occasion
Couverture souple
Edition originale
Vendeur : MW Books, New York, NY, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
1st edition. Fine paperback copy. Minor library marks remain (internally). Particularly well-preserved; tight, bright and clean. Physical description; 188 pp. Contents; 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 -- 3.4 A generalized inverse Gaussian Markov process -- 3.5 The generalized hyperbolic distribution -- 4 Maximum likelihood estimation -- 4.1 Estimation for fixed ? -- 4.2 On the asymptotic distribution of the maximum likelihood estimate for fixed ? -- 4.3 The partially maximized log-likelihood for ?, estimation of ? -- 4.4 Estimation of ? when ? and ? are fixed -- 4.5 Estimation of ? when ? and ?>0 are fixed -- 5 Inference -- 5.1 Distribution results -- 5.2 Inference about ? -- 5.3 Inference about ? -- 5.4 One-way analysis of variance -- 5.5 A regression model -- 6 The hazard function. Lifetime models. -- 6.1 Description of the hazard function -- 7 Examples -- 7.1 Failures of airconditioning equipment -- 7.2 Pulses along a nerve fibre -- 7.3 Traffic data -- 7.4 Repair time data -- 7.5 Fracture toughness of MIG welds -- References -- List of symbols. Subjects; Gaussian distribution. Normal Distribution. Probability theory. Statistics. Mathematics. 1 Kg. N° de réf. du vendeur 385876
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Statistical Properties of the Generalized Inverse Gaussian Distribution (Lecture Notes in Statistics 9)
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Statistical Properties of the Generalized Inverse Gaussian Distribution
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Statistical Properties of the Generalized Inverse Gaussian Distribution
Edité par
Springer New York, Springer New York Dez 1981, 1981
ISBN 10 : 0387906657
ISBN 13 : 9780387906652
Neuf
Taschenbuch
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 200 pp. Englisch. N° de réf. du vendeur 9780387906652
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