Results 281 to 290 of about 401,256 (317)

The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function

Journal of Statistical Computation and Simulation, 2020
For the hierarchical inverse gamma and inverse gamma model, we calculate the Bayes posterior estimator of the rate parameter of the inverse gamma distribution under Stein's loss function which penalizes gross overestimation and gross underestimation ...
Ji Sun, Ying-Ying Zhang, Ya Sun
semanticscholar   +2 more sources

Generalized Inverse Gamma Distribution and its Application in Reliability

Communications in Statistics - Theory and Methods, 2015
In this article, we introduce a new reliability model of inverse gamma distribution referred to as the generalized inverse gamma distribution (GIG). A generalization of inverse gamma distribution is defined based on the exact form of generalized gamma function of Kobayashi (1991).
M. Mead
semanticscholar   +2 more sources

A finite class of q-orthogonal polynomials corresponding to inverse gamma distribution

Analysis and Mathematical Physics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
F. Soleyman, M. Masjed-Jamei, I. Area
semanticscholar   +2 more sources

Approximation for the cumulative and inverse gamma distribution

Statistica Neerlandica, 1991
The gamma distribution function can be expressed in terms of the Normal distribution and density functions with sufficient accuracy for most practical purposes.The distribution function for the density xΛ‐1e‐x/μ/μΛΓ(A) on 0 <x<∞ is well approximated by e ‐R(Λ){(1 + 1/1 2Λ) φ(z) + 11 ‐z/4Λ1/2+2(z2+ 2)/45Λ] φ(z)/3Λ1/2} where φ(z)≅1/[1 +e‐2z(√2/π+z2
K. Revfeim
semanticscholar   +2 more sources

Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution

Communications in Statistics - Theory and Methods, 2019
Inverse Gamma-Pareto composite distribution is considered as a model for heavy tailed data. The maximum likelihood (ML), smoothed empirical percentile (SM), and Bayes estimators (informative and no...
M. Aminzadeh, M. Deng
semanticscholar   +2 more sources

A new non parametric estimator for Pdf based on inverse gamma distribution

Communications in Statistics - Theory and Methods, 2016
ABSTRACTThe non parametric approach is considered to estimate probability density function (Pdf) which is supported on(0, ∞). This approach is the inverse gamma kernel. We show that it has same properties as gamma, reciprocal inverse Gaussian, and inverse Gaussian kernels such that it is free of the boundary bias, non negative, and it achieves the ...
A. Mousa, M. Kh. Hassan, A. Fathi
semanticscholar   +2 more sources

The k-μ/Inverse Gamma Shadowed Distribution with Arbitrary Fading Parameters

2018 5th International Conference on Signal Processing and Integrated Networks (SPIN), 2018
In this paper, following the multiplicative approach, novel closed form expression for probability density function (PDF) of instantaneous SNR over the k−μ/Inverse Gamma shadowed distribution is derived. The new PDF expression following the multiplicative approach is relatively simpler in comparison to the aforementioned result in literature.
Shilpi Gadi, Gautam Buddha, A. Baghel
semanticscholar   +2 more sources

On the Inverse Gamma as a Survival Distribution

Journal of Quality Technology, 2011
This paper presents properties of the inverse gamma distribution and how it can be used as a survival distribution. A result is included that shows that the inverse gamma distribution always has an upside-down bathtub (UBT) shaped hazard function, thus, adding to the limited number of available distributions with this property.
Andrew G. Glen
semanticscholar   +2 more sources

The inverse gamma-difference distribution and its first moment in the Cauchy principal value sense

Statistics and Its Interface, 2019
In this paper, the probability density and distribution functions for the reciprocal-difference of independent gamma random variables with unequal shape parameters are derived.
A. Hendrickson
semanticscholar   +2 more sources

On an Ar(1) Time Series Model with Marginal Two Parameter Wright Inverse–Gamma Distribution

Communications in Statistics - Theory and Methods, 2012
In the article, we consider the AR(1) time series model when X t has two parameter inverse–gamma distribution IG2(a, b), a ∈ (0, 1/2], b > 0. It will be shown that Laplace transform of two parameter inverse gamma distribution is Kratzel function.
Božidar V. Popović
semanticscholar   +2 more sources