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Statistical properties of the generalized inverse Gaussian distribution

Author: Bent Jørgensen
Publisher: New York : Springer-Verlag, ©1982.
Series: Lecture notes in statistics (Springer-Verlag), v. 9.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Genre/Form: Verallgemeinerte inverse Normalverteilung
Additional Physical Format: Online version:
Jørgensen, Bent.
Statistical properties of the generalized inverse Gaussian distribution.
New York : Springer-Verlag, ©1982
(OCoLC)654526653
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Bent Jørgensen
ISBN: 0387906657 9780387906652 3540906657 9783540906650
OCLC Number: 7944895
Notes: Originally presented as the author's thesis (M. Sc.)--Aarhus University.
Description: 188 pages : illustrations ; 24 cm.
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.
Series Title: Lecture notes in statistics (Springer-Verlag), v. 9.
Responsibility: Bent Jørgensen.
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