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Statistical Properties of the Generalized Inverse Gaussian Distribution / by B. Jorgensen
(Lecture Notes in Statistics. ISSN:21977186 ; 9)
Edition | 1st ed. 1982. |
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Publisher | (New York, NY : Springer New York : Imprint: Springer) |
Year | 1982 |
Size | 188 p : online resource |
Authors | *Jorgensen, B author SpringerLink (Online service) |
Subjects | LCSH:Probabilities LCSH:Statistics FREE:Probability Theory FREE:Statistics |
Notes | 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 HTTP:URL=https://doi.org/10.1007/978-1-4612-5698-4 |
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E-Book | Location | Media type | Volume | Call No. | Status | Reserve | Comments | ISBN | Printed | Restriction | Designated Book | Barcode No. |
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E-Book | オンライン | 電子ブック |
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Springer eBooks | 9781461256984 |
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電子リソース |
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EB00198070 |
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Material Type | E-Book |
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Classification | LCC:QA273.A1-274.9 DC23:519.2 |
ID | 4000105888 |
ISBN | 9781461256984 |
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