Statistical Properties of the Generalized Inverse Gaussian Distribution
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1982, 1982
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| Edition: | 1st ed. 1982 |
| Series: | Lecture Notes in Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of 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