Ole Barndorff-Nielsen
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Ole Barndorff-Nielsen
Ole Eiler Barndorff-Nielsen (18 March, 1935 – 26 June, 2022) was a Danish statistician who has contributed to many areas of statistical science. Education and career He was born in Copenhagen, and became interested in statistics when, as a student of actuarial mathematics at the University of Copenhagen, he worked part-time at the Department of Biostatistics of the Danish State Serum Institute. He graduated from the University of Aarhus (Denmark) in 1960, where he has spent most of his academic life, and where he became professor of statistics in 1973. However, in 1962-1963 and 1963-1964 he stayed at the University of Minnesota and Stanford University, respectively, and from August 1974 to February 1975 he was an Overseas Fellow at Churchill College, Cambridge, and visitor at Statistical Laboratory, Cambridge University. Barndorff-Nielsen became Professor Emeritus at Aarhus University at the Thiele Centre for Applied Mathematics in Natural Science and affiliated with th ...
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Copenhagen
Copenhagen ( or .; da, København ) is the capital and most populous city of Denmark, with a proper population of around 815.000 in the last quarter of 2022; and some 1.370,000 in the urban area; and the wider Copenhagen metropolitan area has 2,057,142 people. Copenhagen is on the islands of Zealand and Amager, separated from Malmö, Sweden, by the Øresund strait. The Øresund Bridge connects the two cities by rail and road. Originally a Viking fishing village established in the 10th century in the vicinity of what is now Gammel Strand, Copenhagen became the capital of Denmark in the early 15th century. Beginning in the 17th century, it consolidated its position as a regional centre of power with its institutions, defences, and armed forces. During the Renaissance the city served as the de facto capital of the Kalmar Union, being the seat of monarchy, governing the majority of the present day Nordic region in a personal union with Sweden and Norway ruled by the Danis ...
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Statens Serum Institut
Statens Serum Institut (SSI, The State's Serum Institute), is a Danish sector research institute located on the island of Amager in Copenhagen. Its purpose is to combat and prevent infectious diseases, congenital disorders, and threats from weapons of mass destruction. History Founded in 1902 in the barracks of the Artillerivej road, it has now expanded to much more than its original size and is now one of Denmark's largest research institutions in the health sector. 20% of sales are used on Research and Development and Danish and International funds contribute around 100 million DKK. Administratively, the State Serum Institute sorts under the Danish Ministry of Health and Prevention under minister of health. Virologist Herdis von Magnus headed the Institute's enterovirus department in 1955 and led the development and distribution of the polio vaccine in Denmark. The president and CEO of the institute has since 1998 been Niels Strandberg Pedersen. The Department of ...
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Turbulence
In fluid dynamics, turbulence or turbulent flow is fluid motion characterized by chaotic changes in pressure and flow velocity. It is in contrast to a laminar flow, which occurs when a fluid flows in parallel layers, with no disruption between those layers. Turbulence is commonly observed in everyday phenomena such as surf, fast flowing rivers, billowing storm clouds, or smoke from a chimney, and most fluid flows occurring in nature or created in engineering applications are turbulent. Turbulence is caused by excessive kinetic energy in parts of a fluid flow, which overcomes the damping effect of the fluid's viscosity. For this reason turbulence is commonly realized in low viscosity fluids. In general terms, in turbulent flow, unsteady vortices appear of many sizes which interact with each other, consequently drag due to friction effects increases. This increases the energy needed to pump fluid through a pipe. The onset of turbulence can be predicted by the dimensionless Rey ...
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Normal-inverse Gaussian Distribution
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. Properties Moments The fact that there is a simple expression for the moment generating function implies that simple expressions for all moments are available. Linear transformation This class is closed under affine transformations, since it is a particular case of the Generalized hyperbolic distribution, which has the same property. If : x\sim\mathcal(\alpha,\ ...
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Generalised Hyperbolic Distribution
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 (GIG). Its probability density function (see the box) is given in terms of modified Bessel function of the second kind, denoted by K_\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 Linear transformation This class is closed under affine transformations. Summation Barndorff-Nielsen and Halgreen proved that the GIG distribution is infinitely divisible and since the GH distribution can be obtained as a normal variance-mean mixture where the mixing distribution is the generalized inverse Gaussian distribution, Barndorff-Nielsen and Halgreen showed the GH distribution is infinite ...
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Ralph Alger Bagnold
Brigadier Ralph Alger Bagnold, OBE, FRS, (3 April 1896 – 28 May 1990) was an English 20th-century desert explorer, geologist and soldier. In 1932, he staged the first recorded East-to-West crossing of the Libyan Desert. His work in the field of Aeolian processes was the basis for the book ''The Physics of Blown Sand and Desert Dunes'', establishing the discipline of aeolian geomorphology, combining field work observations, experiments and physical equations. His work has been used by United States' space agency NASA in its study of the terrain of the planet Mars, the Bagnold Dunes on Mars' surface being named after him by the organisation. During the Second World War, he was a soldier in the British Army, in which he founded the behind-the-lines reconnaissance, espionage and raiding unit the "Long Range Desert Group", serving as its first commanding officer in the North Africa Campaign. Early life Bagnold was born in Devonport, England. His father, Colonel Arthur Henry ...
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Sand Grain
Sand is a granular material composed of finely divided mineral particles. Sand has various compositions but is defined by its grain size. Sand grains are smaller than gravel and coarser than silt. Sand can also refer to a soil texture, textural class of soil or soil type; i.e., a soil containing more than 85 percent sand-sized particles by mass. The composition of sand varies, depending on the local rock sources and conditions, but the most common constituent of sand in inland continental settings and non-tropical coastal settings is silica (silicon dioxide, or SiO2), usually in the form of quartz. Calcium carbonate is the second most common type of sand, for example, aragonite, which has mostly been created, over the past 500million years, by various forms of life, like coral and shellfish. For example, it is the primary form of sand apparent in areas where reefs have dominated the ecosystem for millions of years like the Caribbean. Somewhat more rarely, sand may be compose ...
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Sufficiency (statistics)
In statistics, a statistic is ''sufficient'' with respect to a statistical model and its associated unknown parameter if "no other statistic that can be calculated from the same sample provides any additional information as to the value of the parameter". In particular, a statistic is sufficient for a family of probability distributions if the sample from which it is calculated gives no additional information than the statistic, as to which of those probability distributions is the sampling distribution. A related concept is that of linear sufficiency, which is weaker than ''sufficiency'' but can be applied in some cases where there is no sufficient statistic, although it is restricted to linear estimators. The Kolmogorov structure function deals with individual finite data; the related notion there is the algorithmic sufficient statistic. The concept is due to Sir Ronald Fisher in 1920. Stephen Stigler noted in 1973 that the concept of sufficiency had fallen out of favor in descri ...
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Foundations Of Statistics
The foundations of statistics concern the epistemological debate in statistics over how one should conduct inductive inference from data. Among the issues considered in statistical inference are the question of Bayesian inference versus frequentist inference, the distinction between Fisher's "significance testing" and Neyman–Pearson "hypothesis testing", and whether the likelihood principle should be followed. Some of these issues have been debated for up to 200 years without resolution. Bandyopadhyay & Forster describe four statistical paradigms: "(i) classical statistics or error statistics, (ii) Bayesian statistics, (iii) likelihood-based statistics, and (iv) the Akaikean-Information Criterion-based statistics". Leonard J. Savage's widely cited text ''Foundations of Statistics'' states: Fisher's "significance testing" vs. Neyman–Pearson "hypothesis testing" In the development of classical statistics in the second quarter of the 20th century ...
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Exponential Family
In probability and statistics, an exponential family is a parametric set of probability distributions of a certain form, specified below. This special form is chosen for mathematical convenience, including the enabling of the user to calculate expectations, covariances using differentiation based on some useful algebraic properties, as well as for generality, as exponential families are in a sense very natural sets of distributions to consider. The term exponential class is sometimes used in place of "exponential family", or the older term Koopman–Darmois family. The terms "distribution" and "family" are often used loosely: specifically, ''an'' exponential family is a ''set'' of distributions, where the specific distribution varies with the parameter; however, a parametric ''family'' of distributions is often referred to as "''a'' distribution" (like "the normal distribution", meaning "the family of normal distributions"), and the set of all exponential families is sometimes l ...
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Cambridge University
, mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Scholars of the University of Cambridge , type = Public research university , endowment = £7.121 billion (including colleges) , budget = £2.308 billion (excluding colleges) , chancellor = The Lord Sainsbury of Turville , vice_chancellor = Anthony Freeling , students = 24,450 (2020) , undergrad = 12,850 (2020) , postgrad = 11,600 (2020) , city = Cambridge , country = England , campus_type = , sporting_affiliations = The Sporting Blue , colours = Cambridge Blue , website = , logo = University of Cambridge logo ...
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Cambridge
Cambridge ( ) is a university city and the county town in Cambridgeshire, England. It is located on the River Cam approximately north of London. As of the 2021 United Kingdom census, the population of Cambridge was 145,700. Cambridge became an important trading centre during the Roman and Viking ages, and there is archaeological evidence of settlement in the area as early as the Bronze Age. The first town charters were granted in the 12th century, although modern city status was not officially conferred until 1951. The city is most famous as the home of the University of Cambridge, which was founded in 1209 and consistently ranks among the best universities in the world. The buildings of the university include King's College Chapel, Cavendish Laboratory, and the Cambridge University Library, one of the largest legal deposit libraries in the world. The city's skyline is dominated by several college buildings, along with the spire of the Our Lady and the English Martyrs ...
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