Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Khadija Khartit is a strategy, investment, and funding expert, and an educator of fintech and strategic finance ...

This article treats the analysis of factorial experiments under an inverse Gaussian distribution for the failure times. A reciprocal-linear model for the factor effects is motivated from the context ...

Data in statistical practice often consist of nonnegative measurements that exhibit positive skewness. The inverse Gaussian (IG) family of distributions provides a versatile and flexible model for ...

The scale parameter is 1 for Poisson and binomial distributions. SAS/INSIGHT software provides different scale parameter estimates for normal, inverse Gaussian, and gamma distributions: Note You can ...

The normal distribution (also known as the Gaussian distribution) is arguably the most important distribution in Statistics. It is often used to represent continuous random variables occurring in ...

It is commonly presumed that the random displacements that particles undergo as a result of the thermal jiggling of the environment follow a normal, or Gaussian, distribution. However, non-Gaussian ...