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The Inverse Gaussian Distribution: A Case Study in Exponential Families

The Inverse Gaussian Distribution: A Case Study in Exponential Families

Hardcover

Series: Oxford Science Publications

General MathematicsProbability & Statistics

ISBN10: 0198522436
ISBN13: 9780198522430
Publisher: Clarendon Press
Published: Mar 31 1994
Pages: 268
Weight: 1.12
Height: 0.80 Width: 6.44 Depth: 9.58
Language: English
This book provides a comprehensive and penetrating account of the inverse Gaussian law. Beginning with an exhaustive historical overview that presents--for the first time--Etienne Halphen's pioneering wartime contributions, the book proceeds to a rigorous exposition of the theory of exponential families, focusing in particular on the inverse Gaussian law. The book also considers inverse natural exponential families and provides a detailed analysis of the Tweedie scale. A wealth of properties, characterization, new concepts of inverse exponential families, useful expositions of statistical results, and an updated list of about 400 key references are included as well. The book will be welcomed by students and researchers of statistics and probability.

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Probability & Statistics