Generalized inverse Gaussian distribution
id:
generalized-inverse-gaussian-distribution-234-13398113
title:
Generalized inverse Gaussian distribution
text:
In probability theory and statistics, the generalized inverse Gaussian distribution (GIG) is a three-parameter family of continuous probability distributions with probability density function where Kp is a modified Bessel function of the second kind, a > 0, b > 0 and p a real parameter. It is used extensively in geostatistics, statistical linguistics, finance, etc. This distribution was first proposed by Étienne Halphen. It was rediscovered and popularised by Ole Barndorff-Nielsen, who called it
brand slug:
wiki
category slug:
encyclopedia
description:
Family of continuous probability distributions
original url:
https://en.wikipedia.org/wiki/Generalized_inverse_Gaussian_distribution
date created:
date modified:
2024-03-27T14:53:48Z
main entity:
{"identifier":"Q866810","url":"https://www.wikidata.org/entity/Q866810"}
image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/8/88/GIG_distribution_pdf.svg","width":512,"height":384}
fields total:
13
integrity:
15