Insurance and economic data are often positive, and we need to take into account this peculiarity in choosing a statistical model for their distribution. An example is the inverse Gaussian (IG), which is one of the most famous and considered distributions with positive support. With the aim of...
The Inverse Gaussian Distribution: Theory. Methodology and Applications. Marcel Dekker, Inc. New York, 1989, pp.264, $79.75 (U.S. and Canada); $95.50 (all other countries) ISBN: 0-8247-7997-5 B Gerlach - 《Mathematische Operationsforschung Und Statistik》 被引量: 0发表: 2003年 Taylor &...
The Inverse Gaussian distribution: Theory, Methodology, and Applications. Marcel Dekker, New York.Raj Chhikara and J. Leroy Folks. The Inverse Gaussian Distribution, Theory, Methodology, and Applica- tions, volume 59. Marcel Dekker, New York, 1989....
Maximum likelihood predictive densities (MLPD) for the inverse Gaussian distribution are derived for the cases of one or both parameters unknown. They are then applied to obtain estimators of the reliability function and prediction or shortest prediction intervals for a future observation. Comparisons wi...
TheInverse Gaussian Distribution, also called theWaldornormal-inverse Gaussian, is anexponential distributionwith asingle modeandlong tail. The distribution is used to model non-negative,positively skeweddata and has a wide variety of applications in business, survival analysis, finance, medicine, and ...
The distribution originated in the theory of Brownian motion, but has been used to model diverse phenomena. Inverse Gaussian distributions have many similarities to standard Gaussian (normal) distributions, which lead to applications in inferential statistics....
The normal inverse Gaussian (NIG) distribution is a recent flexible closed form distribution that may be applied as a model of heavy-tailed processes. The NIG distribution is completely specified by four real valued parameters that have natural interpretations in terms of the shape of the resulting...
The inverse Gaussian distribution has considerable applications in describing product life, employee service times, and so on. In this paper, the average run length (ARL) unbiased control charts, which monitor the shape and location parameters of the inverse Gaussian distribution respectively, are prop...
On the Inverse Gaussian Distribution Function 来自 Taylor & Francis 喜欢 0 阅读量: 33 作者: Jonathan Shuster 摘要: This note deals with a method of evaluating the distribution function of the Inverse Gaussian Distribution, from the Standard Normal Distribution. 关键词: DISTRIBUTION (Probability ...
The inverse Gaussian (IG) is one of the most famous and considered distributions with positive support. We propose a convenient mode-based parameterization yielding the reparametrized IG (rIG) distribution; it allows/simplifies the use of the IG distribution in various statistical fields, and we ...