About: Normal-inverse Gaussian distribution

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The normal-inverse Gaussian distribution (NIG) is a continuous probability distribution that is defined as the normal variance-mean mixture where the mixing density is the inverse Gaussian distribution. The NIG distribution was noted by Blaesild in 1977 as a subclass of the generalised hyperbolic distribution discovered by Ole Barndorff-Nielsen. In the next year Barndorff-Nielsen published the NIG in another paper. It was introduced in the mathematical finance literature in 1997.

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rdfs:label	Normal-inverse Gaussian distribution (en)
rdfs:comment	The normal-inverse Gaussian distribution (NIG) is a continuous probability distribution that is defined as the normal variance-mean mixture where the mixing density is the inverse Gaussian distribution. The NIG distribution was noted by Blaesild in 1977 as a subclass of the generalised hyperbolic distribution discovered by Ole Barndorff-Nielsen. In the next year Barndorff-Nielsen published the NIG in another paper. It was introduced in the mathematical finance literature in 1997. (en)
sameAs	Normal-inverse Gaussian distribution Normal-inverse Gaussian distribution
dbp:wikiPageUsesTemplate	dbt:ProbDistributions dbt:Probability_distribution
Subject	Continuous distributions
prov:wasDerivedFrom	http://en.wikipedia.org/wiki/Normal-inverse_Gaussian_distribution?oldid=1064434239&ns=0
Wikipage page ID	6533836 (xsd:integer)
page length (characters) of wiki page	7208 (xsd:nonNegativeInteger)
Wikipage revision ID	1064434239 (xsd:integer)
Link from a Wikipage to another Wikipage	Location parameter Normal distribution Probability distribution Affine transformation Bessel function Ole Barndorff-Nielsen Wiener process Continuous distributions Generalised hyperbolic distribution Convolution of probability distributions Independence (probability theory) Scale parameter Expectation–maximization algorithm Infinite divisibility (probability) Inverse Gaussian distribution Lévy process Mathematical finance Maximum likelihood estimation Random variable Real number Normal variance-mean mixture dbr:Ancestral_sampling
has abstract	The normal-inverse Gaussian distribution (NIG) is a continuous probability distribution that is defined as the normal variance-mean mixture where the mixing density is the inverse Gaussian distribution. The NIG distribution was noted by Blaesild in 1977 as a subclass of the generalised hyperbolic distribution discovered by Ole Barndorff-Nielsen. In the next year Barndorff-Nielsen published the NIG in another paper. It was introduced in the mathematical finance literature in 1997. The parameters of the normal-inverse Gaussian distribution are often used to construct a heaviness and skewness plot called the NIG-triangle. (en)
foaf:isPrimaryTopicOf	http://en.wikipedia.org/wiki/Normal-inverse_Gaussian_distribution
is Wikipage redirect of	NIG distribution
is Link from a Wikipage to another Wikipage of	List of statistics articles NIG Ole Barndorff-Nielsen Generalised hyperbolic distribution List of probability distributions Normal variance-mean mixture NIG distribution

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