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Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions

  • O. Barndorff-Nielsen
  • Christian Halgreen
Article

Keywords

Gaussian Distribution Stochastic Process Probability Theory Mathematical Biology Inverse Gaussian Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. Andrews, D.F., Mallows, C.L.: Scale mixtures of normal distributions. J. Roy. Statist. Soc. Ser. B 36, 99–102 (1974)Google Scholar
  2. Barndorff-Nielsen, O.: Exponentially decreasing log-size distributions. Research Report No. 20, Dept. Theor. Statist., Aaarhus Univ. (To appear in Proc. Royal Soc. London Ser. A. (1976))Google Scholar
  3. Erdélyi, A. et al: Higher Transcendental Functions. Vol. II. New York: McGraw-Hill 1953Google Scholar
  4. Feller, W.: An Introduction to Probability Theory and Its Applications. Vol. II. New York: Wiley 1966Google Scholar
  5. Grosswald, E.: The Student t-distribution of any degree of freedom is infinitely divisible. Z. Wahrscheinlichkeitstheorie verw. Gebiete 36, 103–109 (1976)Google Scholar
  6. Keilson, J., Steutel, F.W.: Mixtures of distributions, moment inequalities and measures of exponentiality and normality. Ann. Probability 2, 112–130 (1974)Google Scholar
  7. Kelker, D.: Infinite divisibility and variance mixtures of the normal distribution. Ann. Math. Statist. 42, 802–808 (1971)Google Scholar
  8. Kent, J.: The infinite divisibility of the von Mises-Fisher distribution for all values of the parameter, in all dimensions. (To appear in Proc. London Math. Soc. 1976)Google Scholar

Copyright information

© Springer-Verlag 1977

Authors and Affiliations

  • O. Barndorff-Nielsen
    • 1
  • Christian Halgreen
    • 1
  1. 1.Department of Theoretical Statistics, Institute of MathematicsAarhus UniversityAarhus CDenmark

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