Results 221 to 230 of about 55,851 (263)
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Generalized Inverse Gaussian Distributions and their Wishart Connections
Scandinavian Journal of Statistics, 1998The matrix generalized inverse Gaussian distribution (MGIG) is shown to arise as a conditional distribution of components of a Wishart distributio n. In the special scalar case, the characterization refers to members of the class of generalized inverse Gaussian distributions (GIGs) and includes the inverse Gaussian distribution among ...
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Random weighting estimation of parameters in generalized Gaussian distribution
Information Sciences, 2008This paper studies random weighting estimation of shape and scale parameters in generalized Gaussian distribution (GGD). An expression is established to describe the relationship between moments and parameters. The strong convergence for random weighting estimation of GGD parameters is also rigorously proved.
Bijan Shirinzadeh, Yongmin Zhong
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Estimation of parameters for generalized Gaussian distribution
2014 6th International Symposium on Communications, Control and Signal Processing (ISCCSP), 2014Shape parameter estimation procedures for generalized Gaussian distribution are considered. It is shown that the existing estimators can be divided into four groups: maximum likelihood algorithm; moment-based methods; entropy matching estimators and global convergence algorithm.
Alexey A. Roenko +3 more
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Circularity and Gaussianity Detection Using the Complex Generalized Gaussian Distribution
IEEE Signal Processing Letters, 2009Knowing the statistical properties of a complex-valued signal is important in many signal processing applications by providing the necessary information for choosing the appropriate algorithm. In this paper, we provide generalized likelihood ratio tests (GLRT), based on the complex generalized Gaussian distribution (CGGD), for detecting two important ...
Mike Novey, Tülay Adali, Anindya Roy
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Rate-distortion results for Generalized Gaussian distributions
2008 IEEE International Conference on Acoustics, Speech and Signal Processing, 2008In this paper, we provide operational rate-distortion results for memoryless generalized Gaussian sources. Close approximations of the entropy are provided for these sources, after a uniform scalar quantization at low/high resolution. Asymptotic expressions of the distortion for an arbitrary p-th order error measure are also given.
Fraysse, Aurélia +2 more
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On a generalization of Gaussian distribution
Annals of the Institute of Statistical Mathematics, 1978was first obtained by Subbotin (see Subbotin [15] and Johnson and Kotz [5]). This distribution exhibits many remarkable properties at various points as seen in the works of Box and Tiao [1], Diananda [2] and Johnson and Kotz, op. cit. In this paper, the author tries to characterize this distribution from some other points of view.
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On a Left Truncated Generalized Gaussian Distribution
Journal of Advanced Computing, 2015The generalized Gaussian distribution is useful in analyzing the data sets arising at places like Image processing, Signal processing, Speech recognition, Statistical Quality Control, Industrial experimentation, and Biological experiments. In this paper, a Left Truncated Generalized Gaussian distribution is introduced.
K. Anithakumari +2 more
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Random variate generation for the generalized inverse Gaussian distribution
Statistics and Computing, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Gamma-Generalized Inverse Gaussian Class of Distributions with Applications
Communications in Statistics - Theory and Methods, 2013n this article, a new family of probability distributions with domain in R+ is introduced. This class can be considered as a natural extension of the exponential-inverse Gaussian distribution in Bhattacharya and Kumar (1986) and Frangos and Karlis (2004).
Gómez Déniz, Emilio +2 more
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