Statistical properties of the generalized inverse gaussian distribution / Bent Jørgensen
1982, 1st edition. New York : Springer-Verlag. Fine paperback copy. Minor library marks remain (internally). Particularly well-preserved; tight, bright and clean. Item #385876
ISBN: 0387906657
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.
Price: €48.00