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normal-gamma distribution

См. также в других словарях:

  • Normal-gamma distribution — Normal gamma parameters: location (real) (real) (real) (real) support …   Wikipedia

  • Normal-scaled inverse gamma distribution — Normal scaled inverse gamma parameters: location (real) (real) (real) (real) support …   Wikipedia

  • Normal-exponential-gamma distribution — Normal Exponential Gamma parameters: μ ∈ R mean (location) shape scale support: pdf …   Wikipedia

  • Gamma distribution — eta m = V {3m} e^{ xi m}. # If eta m > xi m^{delta 1} e^{ xi m}, then increment m and go to step 2. # Assume xi = xi m to be the realization of Gamma (delta, 1)Now, to summarize,: heta left( xi sum {i=1} ^{ [k] } {ln U i} ight) sim Gamma (k,… …   Wikipedia

  • Variance-gamma distribution — Probability distribution name =variance gamma distribution type =density pdf cdf parameters =mu location (real) alpha (real) eta asymmetry parameter (real) lambda > 0 gamma = sqrt{alpha^2 eta^2} > 0 support =x in ( infty; +infty)! pdf… …   Wikipedia

  • Inverse-gamma distribution — Probability distribution name =Inverse gamma type =density pdf cdf parameters =alpha>0 shape (real) eta>0 scale (real) support =xin(0;infty)! pdf =frac{eta^alpha}{Gamma(alpha)} x^{ alpha 1} exp left(frac{ eta}{x} ight) cdf… …   Wikipedia

  • Normal-inverse Gaussian distribution — Normal inverse Gaussian (NIG) parameters: μ location (real) α tail heavyness (real) β asymmetry parameter (real) δ scale parameter (real) support …   Wikipedia

  • Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

  • Gamma function — For the gamma function of ordinals, see Veblen function. The gamma function along part of the real axis In mathematics, the gamma function (represented by the capital Greek letter Γ) is an extension of the factorial function, with its… …   Wikipedia

  • Gamma ray burst progenitors — are the types of celestial objects that can emit gamma ray bursts (GRBs). GRBs show an extraordinary degree of diversity. They can last anywhere from a fraction of a second to many minutes. Bursts could have a single profile or oscillate wildly… …   Wikipedia

  • Gamma Pricing Model — An equation for determining the fair market value of a European style option when the price movement on the underlying asset does not resemble a normal distribution. The gamma pricing model is intended to price options where the underlying asset… …   Investment dictionary

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