1. PDF generalized inverse Gaussian distribution (GIG) 是一个三参数的连续型概率分布: f(x)=(a/b)p/22Kp(ab−−√)xp−1e−(ax+b/x)/2,x>0 Kp(⋅):表示二阶(second kind)的修正的贝塞尔函数(modified Bessel functions),p表示索引,其两个参数a,b≥0 3. 修正的贝塞尔函数的性质 对称...
Since inverse gamma distribution, gamma distribution, and inverse Gaussian distribution are three special cases of generalized inverse Gaussian distribution, CG-GIG distribution can contain K distribution, Student's t distribution, and CG-IG distribution at the same time. In theory, compared with the ...
A sequence of random variables following the generalized inverse Gaussian or the Kummer distribution converges in law to the gamma distribution under certain conditions on the parameters. We provide explicit upper bounds for the distributional distance between such generalized inverse Gaussian (resp. ...
Iyengar, S. and Liao, Q. (1997). Modeling neural activity using the general- ized inverse Gaussian distribution. Biological Cybernetics, 77:289-295.Iyengar, S., & Liao, Q. (1997). Modeling neural activity using the generalized inverse gaussian distribution. Biological Cybernetics 77, 289-295....
1. PDF generalized inverse Gaussian distribution (GIG) 是一个三参数的连续型概率分布: f(x)=(a/b)p/22Kp(ab−−√)xp−1e−(ax+b/x)/2,x>0 Kp(⋅):表示二阶(second kind)的修正的贝塞尔函数(modified Bessel functions),p 表示索引,其两个参数 a,b≥0 ...
In this study, a numerical quadrature for the generalized inverse Gaussian distribution is derived from the Gauss--Hermite quadrature by exploiting its relationship with the normal distribution. Unlike Gaussian quadrature, the proposed quadrature exactly evaluates both positive and negative moments, thus ...
We define a new four-parameter model called the odd log-logistic generalized inverse Gaussian distribution which extends the generalized inverse Gaussian and inverse Gaussian distributions. We obtain some structural properties of the new distribution. We construct an extended regression model based on this...
The generalized inverse Gaussian distribution has become quite popular in financial engineering. The most popular random variate generator is due to Dagpun... Wolfgang Hoermann,J Leydold - 《Statistics & Computing》 被引量: 59发表: 2014年 Generalized Inverse Multiobjective Optimization with Application...
'inverse gaussian'Inverse Gaussian distribution Example:'Distribution','gamma' Exclude—Observations to exclude logical or numeric index vector Observations to exclude from the fit, specified as the comma-separated pair consisting of'Exclude'and a logical or numeric index vector indicating which observatio...
Poisson distribution Continuous distributions Gamma distributions Inverse Gamma distributions Inverse Gaussian distributions Others: Chi-square, Beta, Binomial,Negative binomial distributions. 3 One-parameter canonical exponential family 3.1 Definition Canonical exponential family fork=1k=1,y∈Ry∈R ...