Inverse Gaussian
Adaptive Detection in Compound-Gaussian Clutter with Inverse Gaussian Texture
... Abstract—This paper mainly deals with the problem of target detection in the presence of Compound-Gaussian (CG) clutter with the Inverse Gaussian (IG) texture and the unknown Power Spectral Density ...
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A regression characterization of inverse Gaussian distributions and application to EDF goodness of fit tests
... The results of Rosenblatt [8] and then of Chhikara and Folks [1] are used to change the X ’s sample to the U ’s random sample from a distribution over the interval (0,1), and the equivalent hypothesis now is whether the ...
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Promotion time cure model with generalized Poisson-Inverse Gaussian Distribution
... After sampling, in order to realize the convergence, Gelman-Roubin statistic has been applied in order to specify burn-ins duration, regarding the fact that this statistic is related to all parameters less than 1.07, ...
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Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
... normal inverse Gaussian(NIG) distribution to foreign exchange closing prices using the open software package R and select best models by Käärik and Umbleja (2011) proposed ...normal inverse ...
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EMPIRICAL BAYES ANALYSIS OF TWO-FACTOR EXPERIMENTS UNDER INVERSE GAUSSIAN MODEL
... Achcar and Rosales [1,2] are the only records in print for Bayesian analysis of two-factor experiments under an Inverse Gaussian model. They actually follow the approach presented in Bhattacharyya and Fries ...
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Estimation of the reciprocal of the mean of the Inverse Gaussian distribution with prior information
... The Inverse Gaussian distribution was first introduced by (Schrodinger, ...the Inverse Gaussian (IG) distribution has received considerable attention in the statistical literature during the ...
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Accelerated degradation test for simple step-stress model using inverse gaussian process
... quickly.The Inverse Gaussian process is flexible in incorporating random effects and explanatory ...using inverse Gaussian process observed in degradation ...
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Normal inverse Gaussian approximation for arrival time difference in flow induced molecular communications
... Abstract—The inverse Gaussian (IG) distribution is a well- established distribution for the first hitting time in flow-induced diffusion molecular ...normal inverse Gaussian (NIG) distribution ...
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Model selection with application to gamma process and inverse Gaussian process
... Note that, to select a model for the underlying degradation process is essentially to select a dis- tribution for the degradation increments. Therefore, in what follows we focus on selecting between the gamma ...
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Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution
... S k θ k θ k (4) Some shrinkage estimators for measure of dispersion have been obtained by Pandey & Malik [11] and have studied their properties under SELF–criterion. Prakash and Singh [12] have studied ...
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Revisit of relationships and models for the Birnbaum-Saunders and inverse-Gaussian distributions
... The inverse Gaussian distribution is used to describe the first passage time for a particle (moving with constant velocity) that is subject to linear Brownian ...of inverse Gaussian-type ...
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Model selection with application to gamma process and inverse Gaussian process
... ABSTRACT: The gamma process and the inverse Gaussian process are widely used in condition-based main- tenance. Both are suitable for modelling monotonically increasing degradation processes. One challenge ...
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Excursions of risk processes with inverse gaussian processes and their applications in insurance
... Inverse Gaussian distribution has been extensively studied by Chhikara & Folks [14], [15] and [16], Chaubey, Garrido & Trudeau [12], Seshadri [72] & ...
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Tests of Fit for Normal Variance Inverse Gaussian Distributions
... the Gaussian hypothe- sis for the long term (unconditional) distribution of finan- cial ...are Gaussian, with a stochastic (latent) ...the inverse Gaussian for modelling the stochastic ...
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A reliability application of the mixture of inverse Gaussian distributions
... For the same two sets of initial quality as in Figure 2, a comparison of the mixture's pdf and hazard rate is made with that of a single Inverse Gaussian having a fixed initial condition[r] ...
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A More Robust Random Effects Model for Disease Mapping
... In the second scenario, the procedure above is repeated but changing the random effect generation mechanism in step 1, as ~<(0.5,0.125 . From the simulation results, the inverse gaussian random effect is ...
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Generalized Hyperbolic Distributions And Value-At-Risk Estimation For The South African Mining Index
... normal-inverse Gaussian (NIG) and the generalized hyperbolic (GH) skew Student’s t-distributions, are utilized for modeling the South African Mining Index ...
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Confluent gamma density in modelling tsunami interevent times
... A study on the distribution of interevent times, conducted by Geist and Parsons (2008) concludes that there occurs many short interevent times than expected from an exponential distribution associated with a stationary ...
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EP-GIG Priors and Applications in Bayesian Sparse Learning
... In this paper we propose a novel framework for the construction of sparsity-inducing priors. In particular, we define such priors as a mixture of exponential power distributions with a generalized inverse ...
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Assessing The Relative Performance Of Heavy-Tailed Distributions: Empirical Evidence From The Johannesburg Stock Exchange
... In particular, we provide the probability density functions for hyperbolic, normal-inverse Gaussian, variance-gamma, generalized hyperbolic skew t , generalized extreme value, ge[r] ...
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