- normal-gamma distribution
- мат. нормальное гамма-распределение
Большой англо-русский и русско-английский словарь. 2001.
normal-gamma distribution
Смотреть что такое "normal-gamma distribution" 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
