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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 the '' ...
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Copenhagen
Copenhagen ( ) is the capital and most populous city of Denmark, with a population of 1.4 million in the Urban area of Copenhagen, urban area. The city is situated 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 Vikings, 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. During the 16th century, the city served as the ''de facto'' capital of the Kalmar Union and the seat of the Union's monarchy, which governed most of the modern-day Nordic countries, Nordic region as part of a Danish confederation with Sweden and Norway. The city flourished as the cultural and economic centre of Scandinavia during the Renaissance. By the 17th century, it had become a regional centre of power, serving as the heart of the Danish government and Military history ...
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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 2020 been Henrik Ullum, preceded by Kåre Mølbak. The ...
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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 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. The onset of turbulence can be predicted by the dimensionless Reynolds number, the ratio of kinetic energy to viscous damping ...
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Normal-inverse Gaussian Distribution
The normal-inverse Gaussian distribution (NIG, also known as the normal-Wald distribution) 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 t ...
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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. 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 infinitely divisible as well. Fails to be convolution-closed An important point about infinitely divisible distributions is the ...
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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. Bagnold served in the First World War as an engineer in the British Army. 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 were named after him by the organisation. He returned to the forces in the Second World War, 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 wa ...
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Sand Grain
Sand is a granular material composed of finely divided mineral particles. Sand has various compositions but is usually defined by its grain size. Sand grains are smaller than gravel and coarser than silt. Sand can also refer to a 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. One such example of this is aragonite, which has been created over the past 500million years by various forms of life, such as coral and shellfish. It is the primary form of sand apparent in areas where reefs have dominated the ecosystem for millions of years, as in the Caribbean. Somewhat more rarely, sand may be composed of ca ...
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Sufficiency (statistics)
In statistics, sufficiency is a property of a statistic computed on a sample dataset in relation to a parametric model of the dataset. A sufficient statistic contains all of the information that the dataset provides about the model parameters. It is closely related to the concepts of an ancillary statistic which contains no information about the model parameters, and of a complete statistic which only contains information about the parameters and no ancillary information. 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 descriptive statistics because of ...
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Foundations Of Statistics
The Foundations of Statistics are the mathematical and philosophical bases for statistical methods. These bases are the theoretical frameworks that ground and justify methods of statistical inference, estimation, hypothesis testing, uncertainty quantification, and the interpretation of statistical conclusions. Further, a foundation can be used to explain statistical paradoxes, provide descriptions of statistical laws, and guide the application of statistics to real-world problems. Different statistical foundations may provide different, contrasting perspectives on the analysis and interpretation of data, and some of these contrasts have been subject to centuries of debate. Examples include the Bayesian inference versus frequentist inference; the distinction between Fisher's ''significance testing'' and the Neyman- Pearson ''hypothesis testing''; and whether the likelihood principle holds. Certain frameworks may be preferred for specific applications, such as the use of B ...
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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. Sometimes loosely referred to as ''the'' exponential family, this class of distributions is distinct because they all possess a variety of desirable properties, most importantly the existence of a sufficient statistic. The concept of exponential families is credited to E. J. G. Pitman, G. Darmois, and B. O. Koopman in 1935–1936. Exponential families of distributions provide a general framework for selecting ...
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Cambridge University
The University of Cambridge is a Public university, public collegiate university, collegiate research university in Cambridge, England. Founded in 1209, the University of Cambridge is the List of oldest universities in continuous operation, world's third-oldest university in continuous operation. The university's founding followed the arrival of scholars who left the University of Oxford for Cambridge after a dispute with local townspeople. The two ancient university, ancient English universities, although sometimes described as rivals, share many common features and are often jointly referred to as Oxbridge. In 1231, 22 years after its founding, the university was recognised with a royal charter, granted by Henry III of England, King Henry III. The University of Cambridge includes colleges of the University of Cambridge, 31 semi-autonomous constituent colleges and List of institutions of the University of Cambridge#Schools, Faculties, and Departments, over 150 academic departm ...
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Cambridge
Cambridge ( ) is a List of cities in the United Kingdom, city and non-metropolitan district in the county of Cambridgeshire, England. It is the county town of Cambridgeshire and is located on the River Cam, north of London. As of the 2021 United Kingdom census, the population of the City of Cambridge was 145,700; the population of the wider built-up area (which extends outside the city council area) was 181,137. (2021 census) There is archaeological evidence of settlement in the area as early as the Bronze Age, and Cambridge became an important trading centre during the Roman Britain, Roman and Viking eras. The first Town charter#Municipal charters, town charters were granted in the 12th century, although modern city status was not officially conferred until 1951. The city is well known 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 Chap ...
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