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The Extended Generalized Inverse Gaussian Distribution for Log-Linear and Stochastic Volatility Models
Inverse Gaussian Distribution Log-Linear Stochastic Volatility Models
2009/9/17
The Extended Generalized Inverse Gaussian Distribution for Log-Linear and Stochastic Volatility Models。
A note on interval estimation for the mean of inverse Gaussian distribution
Wald Interval Score Interval Likelihood ratio coverage probability
2009/2/23
In this paper, we study the interval estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, w...