The Inverse Gaussian Distribution: A Case Study in Exponential Families

di V. Seshadri (Autore)

Oxford University Press, 1994

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.

• Autore: V. Seshadri
• Editore: Oxford University Press
• Anno: 1994
• Rilegatura: Hardback
• Pagine: 268 p.
• Dimensioni: 242 x 162 mm
• Peso: 574 gr.
• EAN: 9780198522430

Testo in English