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where m i is the sample moments of i.i.d random variables x i which follow N I G ( α , β , δ , μ ) distribution and γ = α 2 − β 2 . Then solving the parameters from Equations (10) to (13), we obtain our formula of initial values. γ 0 = 3 S ¯ 3 γ ...
where m i is the sample moments of i.i.d random variables x i which follow N I G ( α , β , δ , μ ) distribution and γ = α 2 − β 2 . Then solving the parameters from Equations (10) to (13), we obtain our formula of initial values. γ 0 = 3 S ¯ 3 γ ...