Marc S. Paolella
Abstract
This chapter contains sections titled: Introduction The modified Bessel function of the third kind Mixtures of normal distributions The generalized inverse Gaussian distribution The generalized hyperbolic distribution Properties of the GHyp distribution family Problems
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This chapter contains sections titled: Introduction The modified Bessel function of the third kind Mixtures of normal distributions The generalized inverse Gaussian distribution The generalized hyperbolic distribution Properties of the GHyp distribution family Problems
Key concepts: Generalized inverse Gaussian distribution, Inverse Gaussian distribution, Generalized integer gamma distribution, Normal-inverse Gaussian distribution, Inverse distribution, Generalized inverse, Mathematics, Bessel function