Generalized inverse normal distributions

DOI10.1016/0167-7152(91)90174-PMaRDI QIDQ749069zbMATH OpenFDO

Authors D. Kharzeev

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Bayesian estimationinverse Gaussian distributionmultiplicative modelconjugate prior familygeneralized inverse normal distributionnormal estimation problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

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Cites work

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• A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
• Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• One-sided inference about functionals of a density
• Statistical analysis of finite mixture distributions
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(10)

• ginormal
• The reciprocal Bayesian Lasso
• Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function
• Generating generalized inverse Gaussian random variates
• Another conjugate family for the normal distribution
• On the properties of the generalized normal distribution
• ENDOGENOUS SOCIAL NETWORKS AND INEQUALITY IN AN INTERGENERATIONAL SETTING
• scientific article; zbMATH DE number 4062343 (Why is no real title available?)
• Intuitive joint priors for Bayesian linear multilevel models: the R2D2M2 prior
• Generalized Inverse Gaussian Distributions and their Wishart Connections

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