The Inverse Gaussian Distribution: A Case Study in Exponential Families (Oxford Science Publications)

By V. Seshadri.

The Inverse Gaussian Distribution: A Case Study in Exponential Families (Oxford Science Publications)

Description

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...

ISBN(s)

0198522436, 9780198522430

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