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...
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...
generalized inverse Gaussian distributionGIG distribution familyDirac distributionGHyp distribution familySummary This chapter contains sections titled: Introduction The modified Bessel function of the third kind Mixtures of normal distributions The generalized inverse Gaussian distribution The generalized hyperbolic ...
The EGIG model has one additional parameter, δ, than the generalized inverse Gaussian (GIG) model's three parameters; see Jorgensen [7]. It has been observed that the EGIG model fits certain datasets better than the GIG of Jorgensen [7]. Thus, the purpose of this article is to present ...
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 ...
PrashanthWe consider the problem of random variate generation from generalized inverse Gaussian (GIG) distribution. The CDF of this distribution does not admit an explicit form, so the standard approach to simulation based its inverse is not the right tool for this problem. Instead, we follow the...
We study here properties of free Generalized Inverse Gaussian distributions (fGIG) in free probability. We show that in many cases the fGIG shares similar properties with the classical GIG distribution. In particular we prove that fGIG is freely infinitely divisible, free regular and unimodal, ...
The Generalized Inverse Gaussian (GIG) distribution has found many interesting applications; see Jrgensen [24]. This rich family includes some well-known distributions, such as the inverse Gaussian, gamma and exponential, as special cases. These distributions have been used as the mixing density for...
Generalized inverse Gaussian distributionJensen Shannon divergenceA new theoretical probability distribution generalized Nakagami–generalized inverse Gaussian distribution (GN–GIGD) is proposed to model the backscattered echo envelope in ultrasound imaging. This new probability distribution is a composite ...
Generator and density for the Generalized Inverse Gaussian (GIG) distributionJosef LeydoldWolfgang Hörmann