generalized inverse Gaussian distribution
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:organization
|
| gptkbp:abbreviation |
GIG distribution
|
| gptkbp:category |
continuous distribution
|
| gptkbp:hasSpecialCase |
generalized hyperbolic distribution
|
| https://www.w3.org/2000/01/rdf-schema#label |
generalized inverse Gaussian distribution
|
| gptkbp:introduced |
gptkb:E._J._Williams
|
| gptkbp:introducedIn |
1946
|
| gptkbp:meaning |
depends on parameters
|
| gptkbp:mode |
depends on parameters
|
| gptkbp:normalization_constant |
2 K_lambda(sqrt(chi psi))
|
| gptkbp:parameter |
gptkb:chi
lambda psi |
| gptkbp:pdf |
f(x) = (psi/chi)^(lambda/2) / (2 K_lambda(sqrt(chi psi))) x^(lambda-1) exp(-(chi/x + psi x)/2)
|
| gptkbp:relatedTo |
gptkb:gamma_distribution
hyperbolic distribution inverse Gaussian distribution |
| gptkbp:supports |
x > 0
|
| gptkbp:usedIn |
Bayesian statistics
stochastic processes |
| gptkbp:variant |
depends on parameters
|
| gptkbp:bfsParent |
gptkb:Ole_Barndorff-Nielsen
|
| gptkbp:bfsLayer |
6
|