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On characterizations of the gamma and generalized inverse Gaussian distributions

Statistics & Probability Letters, 2004
The authors give a simultaneous characterization of generalized inverse Gaussian (GIG) \(\mu_{p,a,b}\) and gamma distributions. The main result is as follows. Assume that the moments \(E(X^{-r-2})\), \(E(X^{-2})\), \(E(Y^r)\) and \(E(Y^{r+2})\) are finite for a fixed \(r\). If the regressions \[ E(V^{r+1}\mid U)=c_r \quad\text{and}\quad E(V^{r+2}\mid U)
Chou, Chao-Wei, Huang, Wen-Jang
openaire   +1 more source

A Fast Parameter Estimation of Generalized Gaussian Distribution

2006 8th international Conference on Signal Processing, 2006
Generalized Gaussian distribution is a class of symmetry distribution with the Gaussian and Laplacian distribution as the special cases, with delta distribution and uniformity distribution as limit. It is widely applied a great many fields. In this paper, we first deduce the Generalized Gaussian parameter ratio function, and then present a fast ...
Taiyue Wang   +3 more
openaire   +1 more source

Robust Generalized Maximum Blake–Zisserman Total Correntropy Adaptive Filter for Generalized Gaussian Noise and Noisy Input

IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2023
Haiquan Zhao, Zian Cao
exaly  

Optimum and Near-Optimum Coherent CFAR Detection of Radar Targets in Compound-Gaussian Clutter With Generalized Inverse Gaussian Texture

IEEE Transactions on Aerospace and Electronic Systems, 2022
Shuwen Xu, Zhexiang Wang, Xiaohui Bai
exaly  

Bounded generalized Gaussian mixture model

Pattern Recognition, 2014
Q M Jonathan Wu, Thanh Nguyen
exaly  

Asymptotical formulas for Gaussian and generalized hypergeometric functions

Applied Mathematics and Computation, 2016
Miao-Kun Wang   +2 more
exaly  

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