A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship (Q4434417)
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scientific article; zbMATH DE number 2001486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship |
scientific article; zbMATH DE number 2001486 |
Statements
A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship (English)
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6 November 2003
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inverse relationship
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cumulant generating function
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multivariate Brownian motion
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multivariate normal distribution
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