Results 251 to 260 of about 177,625 (277)

Repeat-Buying and the Generalized Inverse Gaussian-Poisson Distribution

Applied Statistics, 1982
SUMMARY In this article the repeat-buying theory, as originally introduced by Ehrenberg, Chatfield and Goodhardt, has been extended to include, for the mixing of the average purchase levels of individual households, a wider family of distributions, of which the traditional gamma is just a special case.
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Capacity achieving input distribution to the generalized inverse Gaussian neuron model

2017 55th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 2017
The buildup of a cortical neuron's excitation, called the postsynaptic potential (PSP), is well modeled by the generalized inverse Gaussian (First) Hitting Time (GIGHT) diffusion. Such a model is called the generalized inverse Gaussian (GIG) neuron model. It is also believed that a neuron's purpose is to send information about the state of its input to
Mustafa Sungkar, Toby Berger, William B. Levy   +2 more
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A Multivariate Survival Distribution Generated by an Inverse Gaussian Mixture of Exponentials

Technometrics, 1991
We consider a multivariate survival distribution derived from an inverse Gaussian mixture of exponential distributions. The variables of this multivariate distribution are shown to exhibit total positive dependence of order 2. A general formula for joint moments and the monotonicity properties of hazard rates are described.
G. Alex Whitmore, Mei-Ling Ting Lee
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Generation of Gaussian distributed random numbers by using a numerical inversion method

Computer Physics Communications, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Toral, Raúl, Chakrabarti, Amitabha
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A property of the generalized inverse Gaussian distribution with some applications

Journal of Applied Probability, 1983
An asymptotic convolution property for the generalized inverse Gaussian distribution with λ < 0 is proved. This result is applied to calculate the probability of ruin in the general risk model when these distributions are used to model claim sizes. Some related applications are discussed.
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Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes

2004
In recent years more realistic stochastic models for price movements in financial markets have been developed by replacing the classical Brownian motion by Levy processes. Among these generalized hyperbolic Levy processes turned out to provide an excellent fit to observed market data.
Eberlein, Ernst, Hammerstein, Ernst August von   +1 more
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On Robust Algorithm for Finding Maximum Likelihood Estimation of the Generalized Inverse Gaussian Distribution*

Journal of Mathematical Sciences, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Inverse Gaussian and generalized inverse Gaussian distributions

2021
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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
Shu-Wen Xu, Zhexiang Wang, Xiaohui Bai
exaly  

Generalized confidence intervals of quantile-based process capability indices for inverse Gaussian distribution

Quality Technology and Quantitative Management, 2023
Baocai Guo
exaly