
A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application
Author(s) -
Calvin B. Maina,
Patrick Weke,
Carolyne Ogutu,
Joseph A. M. Ottieno
Publication year - 2021
Publication title -
open journal of statistics
Language(s) - English
Resource type - Journals
eISSN - 2161-7198
pISSN - 2161-718X
DOI - 10.4236/ojs.2021.116056
Subject(s) - mixture model , mixing (physics) , mathematics , expectation–maximization algorithm , inverse gaussian distribution , normal inverse gaussian distribution , mixture distribution , gaussian , conditional probability distribution , distribution (mathematics) , inverse , statistics , inverse distribution , random variable , gaussian process , mathematical analysis , gaussian random field , maximum likelihood , heavy tailed distribution , physics , geometry , quantum mechanics