In this article, normal inverse Gaussian (NIG) autoregressive model is introduced. The parameters of the are estimated using expectation maximization (EM) algorithm. efficacy EM algorithm shown simulated and real-world financial data. It that NIG fit very well on considered data hence could be useful in modelling various real-life time-series

Low detection limits are common in measure environmental variables. Building models using data containing low or high detection limits without adjusting for the censoring produces biased models. This paper offers approaches to estimate an inverse Gaussian distribution when some of the data used are censored because of low or high detection limits. Adjustments for the censoring can be made if th...

Hazard rate of the Inverse Gaussian distribution is utilized for finding the critical maximum of the curves which are described in the application part. Here lung function measurements (FEV1) during the four study days in children with exercise challenge, histamine challenge and on control day were analyzed. The curves are analyzed by using the Mathematical Model and the results have been obtai...

The spectrum of quantum fluctuations of the electromagnetic field produced by quantized matter is determined. It is found that in a wide range of practically important frequencies, the spectral density of fluctuations exhibits an inverse frequency dependence. The magnitude of fluctuations produced by a conducting sample has a Gaussian distribution around its mean value which is inversely propor...

This paper establishes a direct method for solving variational problems via a set of Radial basis functions (RBFs) with Gauss-Chebyshev collocation centers. The method consist of reducing a variational problem into a mathematical programming problem. The authors use some optimization techniques to solve the reduced problem. Accuracy and stability of the multiquadric, Gaussian and inverse multiq...

Speckle is a multiplicative noise that degrades ultrasound images. In this paper, a statistical spatially adaptive approach for speckle reduction in medical ultrasound images based posterior conditional means (PCM) estimation in the nonsubsampled contourlet domain is proposed. In this framework, a new class of statistical model for nonsubsampled contourlet coefficients is proposed. And the prop...

In this paper we propose an anisotropic model for 2D fractional noise generated from a Gaussian mixture distribution. We propose two identification methods for this model: the first one is a forward modeling approach based on even order cumulants of the field, while the second one is an inverse modeling approach where the synthesis filter is inverted in order to obtain an estimation of the driv...

The multiple correlation coefficient is used in a large variety of statistical tests and regression problems. In this article, we derive the null distribution of the square of the sample multiple correlation coefficient, R2, when a sample is drawn from a mixture of two multivariate Gaussian populations. The moments of 1−R2 and inverse Mellin transform have been used to derive the density of R2.

1. Abstract For the performance measure approach (PMA) of RBDO, a transformation between the input random variables and the standard normal random variables is required to carry out the inverse reliability analysis. Since the transformation uses the joint cumulative density function (CDF) of input variables, the joint CDF should be known before carrying out RBDO. In many industrial RBDO problem...