A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application

Calvin B. Maina; Patrick G. O. Weke; Carolyne A. Ogutu; Joseph A. M. Ottieno

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A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application

机译：具有指标-1 / 2和-3/2的一般性逆高斯的有限混合物作为常规方差的混合分布意味着混合物与应用

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Mixture models have become more popular in modelling compared to standard distributions. The mixing distributions play a role in capturing the variability of the random variable in the conditional distribution. Studies have lately focused on finite mixture models as mixing distributions in the mixing mechanism. In the present work, we consider a Normal Variance Mean mix ture model. The mixing distribution is a finite mixture of two special cases of Generalised Inverse Gaussian distribution with indexes -1/2 and -3/2 . The parameters of the mixed model are obtained via the Expectation-Maximization (EM) algorithm. The iterative scheme is based on a presentation of the normal equations. An application to some financial data has been done.

机译：与标准分布相比，混合模型在建模中变得更加流行。混合分布在捕获条件分布中捕获随机变量的可变性时起作用。研究最近专注于有限混合物模型作为混合机构中的混合分布。在目前的工作中，我们考虑一个正常方差意味着混合作业模型。混合分布是具有指数-1/2和-3/2的两种特殊情况的两种特殊情况的有限混合物。通过期望最大化（EM）算法获得混合模型的参数。迭代方案基于正常方程的呈现。已经完成了一些财务数据的应用程序。

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《Open Journal of Statistics》 |2021年第6期|共14页
作者
Calvin B. Maina; Patrick G. O. Weke; Carolyne A. Ogutu; Joseph A. M. Ottieno;
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Finite MixtureWeighted DistributionMixed ModelEM-Algorithm;

机译：有限混合物分配分配模型模型算法;

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1. A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application [J] . Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, 统计学期刊（英文） . 2021,第006期
2. A Special Weight for Inverse Gaussian Mixing Distribution in Normal Variance Mean Mixture with Application [J] . Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, 统计学期刊（英文） . 2021,第006期
3. Finite Mixture Normal Models,with Application to Dose－Response Studies [J] . 陶剑, 宋海燕东北数学：英文版 . 2002,第001期
4. Dirichlet Process Gaussian Mixture Models： Choice of the Base Distribution [J] . Dilan Goerur, Carl Edward Rasmussen 计算机科学技术学报：英文版 . 2010,第004期
5. A Special Weight for Inverse Gaussian Mixing Distribution in Normal Variance Mean Mixture with Application [J] . Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Open Journal of Statistics . 2021,第6期

机译：正常方差逆高斯混合分布的特殊重量意味着混合物与应用
6. Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution [J] . Choi Jaehyuk, Du Yeda, Song Qingshuo Journal of Computational and Applied Mathematics . 2021,第1期

机译：逆高斯正交和有限的正常混合近似的广义双曲分布
7. A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets [J] . Naderi Mehrdad, Hung Wen-Liang, Lin Tsung-I, Journal of Multivariate Analysis: An International Journal . 2019,第期

机译：一种新的混合物模型，使用Birnbaum-Saunders分布的多元正常平均值混合物及其在额外行星中的应用
8. Variance estimation and ranking of Gaussian mixture distributions in target tracking applications [C] . Trailovic L., Pao L.Y. IEEE Conference on Decision and Control . 2002

机译：目标跟踪应用中高斯混合分布的方差估计与排序
9. Mixtures of inverse covariances: Covariance modeling for Gaussian mixtures with applications to automatic speech recognition. [D] . Vanhoucke, Vincent. 2004

机译：逆协方差的混合：高斯混合的协方差建模及其在自动语音识别中的应用。
10. Continuous glucose monitoring with Humalog Mix 25 versus Humalog Mix 50 twice daily: A comparative pilot study -Results from the Jikei-EValuation of insulin Lispro mixture on pharmacodynamics and glycemic VariancE (J-EVOLVE) study [O] . Rimei Nishimura, Daisuke Tsujino, Kentaro Taki, 2010

机译：每天两次使用Humalog Mix 25和Humalog Mix 50进行连续葡萄糖监测：一项比较性的先导研究-胰岛素Lispro混合物的Jikei-Evvaluation在药效学和血糖VariancE（J-EVOLVE）研究中的结果
11. Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution [O] . Jaehyuk Choi, Yeda Du, Qingshuo Song 2021

机译：逆高斯正交和有限的正常混合近似的广义双曲分布
12. On the Uniformly Minimum Variance Unbiased Estimators of the Variance and its Reciprocal of an Inverse Gaussian Distribution [R] . Korwar, R. M. 1979

机译：关于逆高斯分布的方差的一致最小方差无偏估计及其倒数

A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application

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