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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Generalised hyperbolic distribution ： ウィキペディア英語版 Generalised hyperbolic distribution \!| cdf =| mean =$\backslash mu\; +\; \backslash frac$| median =| mode =| variance =$\backslash frac\; +\; \backslash frac\backslash left(\; \backslash frac\; -$ \frac \right)| skewness =| kurtosis =| entropy =| mgf =$\backslash frac\; \backslash frac$| char =| }} The generalised hyperbolic distribution (GH) is a continuous probability distribution defined as the normal variance-mean mixture where the mixing distribution is the generalized inverse Gaussian distribution. Its probability density function (see the box) is given in terms of modified Bessel function of the second kind, denoted by $K\_\backslash lambda$.〔Ole E Barndorff-Nielsen, Thomas Mikosch and Sidney I. Resnick, Lévy Processes: Theory and Applications, Birkhäuser 2013〕 It was introduced by Ole Barndorff-Nielsen, who studied it in the context of physics of wind-blown sand. == Properties == 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Generalised hyperbolic distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.