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Title: THE INVERSE GAUSSIAN DISTRIBUTION
A CASE STUDY IN EXPONENTIAL FAMILIES
By: V. Seshadri
Format: Hardback

List price: £170.00
Our price: £148.75
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ISBN 10: 0198522436
ISBN 13: 9780198522430
Availability: Usually dispatched within 1-3 weeks.
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Publisher: OXFORD UNIVERSITY PRESS
Pub. date: 20 January, 1994
Pages: 268
Description: Beginning with a historical survey, the book provides a comprehensive overview of natural exponential families, with emphasis on the inverse Gaussian Law. Included are a range of properties, characterizations, new concepts of inverse exponential families, useful expositions of statistical results, and an updated list of approximately 400 references.
Synopsis: This book begins with a historical survey of 'generalized inverse Gaussian laws', in which the wartime contribution of Etienne Halphen is presented for the first time. The inverse Gaussian distribution, its properties, and its implications are set in a wide perspective. The concepts of inversion and inverse natural exponential functions are presented, together with an analysis of the 'Tweedie' scale, of which the Gaussian distribution is an important special case. Chapter 2 concerns the basic theory of exponential functions, focusing on the inverse Gaussian Law. Chapter 3 is devoted to various characterization results, while Chapter 4 is concerned with the construction of multivariate distributions, and the relationship to simplex distributions, combinations, and finite mixtures. Chapter 5 introduces the concept of inverse natural exponential functions and Chapter 6 presents useful statistical results. Up-to-date research is presented in the form of exercises, a special chapter on characterizations is included, and a summary of statistical issues concerning estimation and interference are provided. Research workers will find inspiration for further investigations.
Illustrations: line figures
Publication: UK
Imprint: Clarendon Press
Returns: Returnable
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