Bent Jørgensen (statistician)

Bent Jørgensen
Born (1954-04-15)15 April 1954
Died November 19, 2015(2015-11-19) (aged 61)
Known for

Bent Jørgensen (April 15, 1954 – November 19, 2015 was a Danish statistician from the University of Southern Denmark whose research was focused on two related topics in statistics: dispersion models and the analysis of non-normal correlated data.

Jørgensen studied statistics and was conferred a Cand. Scient. degree in 1979 from Aarhus University followed by a Ph.D. in 1987 (Odense University) and Dr. Scient. in 1997 (Aalborg University). In 1987 he joined the Instituto de Matemática Pura e Aplicada at Rio de Janeiro, and from 1992 to 1997 he was affiliated with the University of British Columbia in Canada. His subsequent appointments were with Odense University and the University of Southern Denmark.

Dispersion models serve as error distributions for generalized linear models and represent a broad class of distributions that allow for the analysis of data that go beyond the restrictions of the normal distribution. These models include both the proper dispersion models and the exponential dispersion models.

Jørgensen identified a number of other classes of dispersion models which included the multivariate dispersion models, the dispersion models for extremes and the dispersion models for geometric sums.[1]

He had an interest in a class of exponential dispersion models identified by Maurice Tweedie characterized by closure under additive and reproductive convolution as well as under transformations of scale that are now called the Tweedie distributions. These models express a power law relationship between the variance and the mean which manifests in ecological systems where it is known as Taylor's law and in physical systems where it is known as fluctuation scaling.[2][3]

Jørgensen proved a number of convergence theorems, related to the central limit theorem, that specified the asymptotic behavior of the variance functions of the Tweedie models. These theorems would indicate that certain types of Tweedie models should have a role as equilibrium distributions in natural systems. They can be used to explain the origin of Taylor's law[3] as well as 1/f noise and multifractality.[4]

Consequent to Jørgensen's work the Tweedie distributions and their convergence theorem have provided mechanistic insight into complicated natural systems that manifest features of self-organized criticality[5] and random fractals.

Selected works

  • Jørgensen B (1982). Statistical properties of the generalized inverse Gaussian distribution. Springer. ISBN 978-0-387-90665-2.
  • Jørgensen B (1993). Theory of linear models. Chapman & Hall. ISBN 0-412-04261-4.
  • Jørgensen B (1997) Proper dispersion models (with Discussion). Braz J Statist 11, 89–140
  • Jørgensen, B (1997). The theory of dispersion models. Chapman & Hall. ISBN 978-0412997112.
  • Jørgensen B, Lauritzen SL (2000) Multivariate dispersion models. J Multivar Anal 74, 267–281
  • Jørgensen B, Goegebeur Y, Martínez JR (2010) Dispersion models for extremes. Extremes 13, 399–437
  • Jørgensen B, Kokonendji CC (2011) Dispersion models for geometric sums. Braz J Probab Stat 25, 263–293
  • Jørgensen B, Martinez JR, Tsao M (1994) Asymptotic behaviour of the variance function Scand J Statist 21, 223–243

References

  1. ↑ Sen, Ananda (May 1999). "Reviewed Work: The Theory of Dispersion Models by Bent Jørgensen". Technometrics. 41 (22): 177–178. doi:10.2307/1270747. JSTOR 1270747.
  2. ↑ Eisler Z, Bartos I & Kertesz J (2008) Fluctuation scaling in complex systems: Taylor’s law and beyond. Adv Phys 57, 89–142
  3. 1 2 Kendal, WS; Jørgensen, B (2011). "Taylor's power law and fluctuation scaling explained by a central-limit-like convergence". Phys. Rev. E. 83: 066115. doi:10.1103/physreve.83.066115.
  4. ↑ Kendal, W. S.; Jørgensen, B. (2011). "Tweedie convergence: A mathematical basis for Taylor's power law, 1/f noise, and multifractality". Physical Review E. 84 (6): 066120. Bibcode:2011PhRvE..84f6120K. doi:10.1103/PhysRevE.84.066120. PMID 22304168.
  5. ↑ Kendal, WS (2015). "Self-organized criticality attributed to a central limit-like convergence effect". Physica A. 421: 141&ndash, 150. doi:10.1016/j.physa.2014.11.035.
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