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The Inverse Gaussian Distribution : A Case Study in Exponential Families - V. Seshadri

The Inverse Gaussian Distribution

A Case Study in Exponential Families

Hardcover Published: 20th January 1994
ISBN: 9780198522430
Number Of Pages: 272

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This book begins with a historical survey of `generalized inverse Gaussian laws', in which the wartime contribution of Etienne Halphen is presented for the first time. The inverse Gaussian distribution, its properties, and its implications are set in a wide perspective. The concepts of inversion and inverse natural exponential functions are presented, together with an analysis of the `Tweedie' scale, of which the Gaussian distribution is an important special case. Chapter 2 concerns the basic theory of exponential functions, focusing on the inverse Gaussian Law. Chapter 3 is devoted to various characterization results, while Chapter 4 is concerned with the construction of multivariate distributions, and the relationship to simplex distributions, combinations, and finite mixtures. Chapter 5 introduces the concept of inverse natural exponential functions and Chapter 6 presents useful statistical results. Up-to-date research is presented in the form of exercises, a special chapter on characterizations is included, and a summary of statistical issues concerning estimation and interference are provided. Research workers will find inspiration for further investigations.

`This book is an important addition to the literature on the inverse Gaussian distribution.' J.L. Folks, Oklahoma State University, International Statistical Institute, Vol. 14, No. 3 - December 1994

1: A historical survey 2: Properties of the inverse Gaussian distribution 3: Characterizations 4: Combinations 5: Inverse natural exponential families on R 6: Statistical properties References Author index Subject index

ISBN: 9780198522430
ISBN-10: 0198522436
Series: Oxford Science Publications
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 272
Published: 20th January 1994
Country of Publication: GB
Dimensions (cm): 24.33 x 16.36  x 2.03
Weight (kg): 0.58

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