双曲線正割分布の応用

• 渋谷 政昭

  高千穂大学経営学部

書誌事項

タイトル別名

• Application of Hyperbolic Secant Distributions
• ソウキョクセン セイカツ ブンプ ノ オウヨウ

抄録

The hyperbolic secant distribution (HpSc) is one of six subfamilies of the natural exponential family with quadratic variance functions, NEF-QVF. The others are normal, gamma, Poisson, binomial and negative binomial distributions. It is, however, little-known and rarely used in applied statistics. In this paper, its properties are surveyed and graphically visualized; new facts on the moments, mode, and conjugate prior distribution are shown; ML estimation, generalized linear model and generalized additive model are explored. HpSc models are fitted to some data sets, and the results are preferable to the conventional ones. Some numerical procedures are to be developed, and further research will be promising.

収録刊行物

• 応用統計学

  応用統計学 35 (1), 17-47, 2006

  応用統計学会

キーワード

• dispersion model
• gamma and digamma functions of complex variable
• GHS distributions
• glim interface
• hyperbolic cosine distribution
• Morris'class
• Morris't distribution
• unimodality

詳細情報

• CRID: 1390001204441755392
• NII論文ID: 10018231118
• NII書誌ID: AN00330942
• DOI: 10.5023/jappstat.35.17
• ISSN: 18838081
• ISSN: 02850370
• NDL書誌ID: 8054729
• Web Site: http://id.ndl.go.jp/bib/8054729
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I8054729
• 本文言語コード: ja
• データソース種別:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可