Normal-inverse Gaussian distribution
id:
normal-inverse-gaussian-distribution-297-5809556
title:
Normal-inverse Gaussian distribution
text:
The normal-inverse Gaussian distribution is a continuous probability distribution that is defined as the normal variance-mean mixture where the mixing density is the inverse Gaussian distribution. The NIG distribution was noted by Blaesild in 1977 as a subclass of the generalised hyperbolic distribution discovered by Ole Barndorff-Nielsen. In the next year Barndorff-Nielsen published the NIG in another paper. It was introduced in the mathematical finance literature in 1997. The parameters of the
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Normal-inverse_Gaussian_distribution
date created:
date modified:
2023-07-16T19:43:57Z
main entity:
{"identifier":"Q7051759","url":"https://www.wikidata.org/entity/Q7051759"}
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13
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