[图书][B] The inverse Gaussian distribution: statistical theory and applications
V Seshadri - 2012 - books.google.com
This book is written in the hope that it will serve as a companion volume to my first
monograph. The first monograph was largely devoted to the probabilistic aspects of the …
monograph. The first monograph was largely devoted to the probabilistic aspects of the …
[图书][B] Reliability and risk: a Bayesian perspective
ND Singpurwalla - 2006 - books.google.com
We all like to know how reliable and how risky certain situations are, and our increasing
reliance on technology has led to the need for more precise assessments than ever before …
reliance on technology has led to the need for more precise assessments than ever before …
[图书][B] The inverse Gaussian distribution: a case study in exponential families
V Seshadri - 1994 - academic.oup.com
This book begins with a historical survey ofgeneralized inverse Gaussian laws', in which the
wartime contribution of Etienne Halphen is presented for the first time. The inverse Gaussian …
wartime contribution of Etienne Halphen is presented for the first time. The inverse Gaussian …
[HTML][HTML] On testing the adequacy of the inverse Gaussian distribution
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution based
on a characterization of the cumulative distribution function (CDF). The new tests are of …
on a characterization of the cumulative distribution function (CDF). The new tests are of …
Bayesian inference for palaeoclimate with time uncertainty and stochastic volatility
We propose and fit a Bayesian model to infer palaeoclimate over several thousand years.
The data that we use arise as ancient pollen counts taken from sediment cores together with …
The data that we use arise as ancient pollen counts taken from sediment cores together with …
Bayesian estimation of inverse Gaussian distribution
BN Pandey, P Bandyopadhyay - arXiv preprint arXiv:1210.4524, 2012 - arxiv.org
In this paper we consider Bayesian estimation for the parameters of inverse Gaussian
distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete …
distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete …
[HTML][HTML] Modeling across-trial variability in the Wald drift rate parameter
H Steingroever, D Wabersich… - Behavior Research …, 2021 - Springer
The shifted-Wald model is a popular analysis tool for one-choice reaction-time tasks. In its
simplest version, the shifted-Wald model assumes a constant trial-independent drift rate …
simplest version, the shifted-Wald model assumes a constant trial-independent drift rate …
[HTML][HTML] Bias-corrected maximum likelihood estimation and Bayesian inference for the process performance index using inverse Gaussian distribution
In this study, the estimation methods of bias-corrected maximum likelihood (BCML),
bootstrap BCML (B-BCML) and Bayesian using Jeffrey's prior distribution were proposed for …
bootstrap BCML (B-BCML) and Bayesian using Jeffrey's prior distribution were proposed for …
Robust assessing the lifetime performance of products with inverse Gaussian distribution in Bayesian and classical setup
The inverse Gaussian (Wald) distribution belongs to the two‐parameter family of continuous
distributions having a range from 0 to∞ and is considered as a potential candidate to model …
distributions having a range from 0 to∞ and is considered as a potential candidate to model …
Bayesian estimation of NIG models via Markov chain Monte Carlo methods
D Karlis, J Lillestöl - Applied Stochastic Models in Business and …, 2004 - Wiley Online Library
The normal inverse Gaussian (NIG) distribution is a promising alternative for modelling
financial data since it is a continuous distribution that allows for skewness and fat tails. There …
financial data since it is a continuous distribution that allows for skewness and fat tails. There …