Properties of the Generalized Inverse Gaussian Distribution, Springer Lecture Notes in Statistics 9, 1982

Bent Jørgensen, S. (1982). Properties of the Generalized Inverse Gaussian Distribution, Springer Lecture Notes in Statistics 9, 1982. Springer.

Type

Book

Intellectual base

Review or monograph

Year

1982

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Cited by

1 citation across 1 artifact.

Domain-specific

• Generalized inverse Gaussian distribution
  • The generalized inverse Gaussian (GIG) distribution has density f(x)=(a/b)^{p/2}x^{p−1}exp[−(ax+b/x)/2]/(2K_p(√ab)) for x>0 under its standard parameterization.

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