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. (Wikipedia).
Determining values of a variable at a particular percentile in a normal distribution
From playlist Unit 2: Normal Distributions
In this video we discuss the Gaussian (AKA Normal) probability distribution function. We show how it relates to the error function (erf) and discuss how to use this distribution analytically and numerically (for example when analyzing real-life sensor data or performing simulation of stoc
From playlist Probability
Multivariate Gaussian distributions
Properties of the multivariate Gaussian probability distribution
From playlist cs273a
The Normal Distribution (1 of 3: Introductory definition)
More resources available at www.misterwootube.com
From playlist The Normal Distribution
Using normal distribution to find the probability
👉 Learn how to find probability from a normal distribution curve. A set of data are said to be normally distributed if the set of data is symmetrical about the mean. The shape of a normal distribution curve is bell-shaped. The normal distribution curve is such that the mean is at the cente
From playlist Statistics
How to find the probability using a normal distribution curve
👉 Learn how to find probability from a normal distribution curve. A set of data are said to be normally distributed if the set of data is symmetrical about the mean. The shape of a normal distribution curve is bell-shaped. The normal distribution curve is such that the mean is at the cente
From playlist Statistics
How to find the probability using a normal distribution curve
👉 Learn how to find probability from a normal distribution curve. A set of data are said to be normally distributed if the set of data is symmetrical about the mean. The shape of a normal distribution curve is bell-shaped. The normal distribution curve is such that the mean is at the cente
From playlist Statistics
Learn how to create a normal distribution curve given mean and standard deviation
👉 Learn how to find probability from a normal distribution curve. A set of data are said to be normally distributed if the set of data is symmetrical about the mean. The shape of a normal distribution curve is bell-shaped. The normal distribution curve is such that the mean is at the cente
From playlist Statistics
Learning to find the probability using normal distribution
👉 Learn how to find probability from a normal distribution curve. A set of data are said to be normally distributed if the set of data is symmetrical about the mean. The shape of a normal distribution curve is bell-shaped. The normal distribution curve is such that the mean is at the cente
From playlist Statistics
Stanford CS229: Machine Learning | Summer 2019 | Lecture 9 - Bayesian Methods - Parametric & Non
For more information about Stanford’s Artificial Intelligence professional and graduate programs, visit: https://stanford.io/3ptRUmB Anand Avati Computer Science, PhD To follow along with the course schedule and syllabus, visit: http://cs229.stanford.edu/syllabus-summer2019.html
From playlist Stanford CS229: Machine Learning Course | Summer 2019 (Anand Avati)
05c Data Analytics: Distribution Transform
A short discussion on the topic of distribution transforms, e.g. transforming your data to the parametric Gaussian distribution.
From playlist Data Analytics and Geostatistics
Gabriele Steidl: Stochastic normalizing flows and the power of patches in inverse problems
CONFERENCE Recording during the thematic meeting : "Learning and Optimization in Luminy" the October 4, 2022 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians on C
From playlist Probability and Statistics
12. Testing Goodness of Fit (cont.)
MIT 18.650 Statistics for Applications, Fall 2016 View the complete course: http://ocw.mit.edu/18-650F16 Instructor: Philippe Rigollet In this lecture, Prof. Rigollet talked about Kolmogorov-Lilliefors test, Quantile-Quantile plots, and Kai-squared goodness-of-fit test. License: Creative
From playlist MIT 18.650 Statistics for Applications, Fall 2016
MIT 18.650 Statistics for Applications, Fall 2016 View the complete course: http://ocw.mit.edu/18-650F16 Instructor: Philippe Rigollet In this lecture, Prof. Rigollet talked about significance test and other tests. License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu
From playlist MIT 18.650 Statistics for Applications, Fall 2016
The Condition Number of a Random Matrix: From von Neumann-Goldstine to Spielman-Teng - Van Vu
Van Vu Rutgers, The State University of New Jersey September 27, 2010 The condition number of a matrix is at the heart of numerical linear algebra. In the 1940s von-Neumann and Goldstine, motivated by the problem of inverting, posed the following question: (1) What is the condition number
From playlist Mathematics
The Gaussian copula was gainfully employed prior to the credit crisis, and it has pretty much been shamed. Mathematically, it's an elegant way to join marginal distributions and handle default correlation. But it requires too many simplifying assumptions.
From playlist Intro to Quant Finance
HÃ¥vard Rue: Bayesian computation with INLA
Abstract: This talk focuses on the estimation of the distribution of unobserved nodes in large random graphs from the observation of very few edges. These graphs naturally model tournaments involving a large number of players (the nodes) where the ability to win of each player is unknown.
From playlist Probability and Statistics
Find the probability of an event using a normal distribution curve
👉 Learn how to find probability from a normal distribution curve. A set of data are said to be normally distributed if the set of data is symmetrical about the mean. The shape of a normal distribution curve is bell-shaped. The normal distribution curve is such that the mean is at the cente
From playlist Statistics
In this video, extracted from one of my courses, I briefly speak about copulas, as tools to model multivariate random variables and distributions.
From playlist Statistical Pills