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Various wavelet coefficient statistics are useful to increase the compression efficiency of images. The distribution of the wavelet coefficients within a sub-band affects how the decompression values should be adjusted. A generalised Gaussian distribution model is seen to be applicable from a theoretical point of view, and a convenient way is provided to estimate the parameters from the empirical data. This knowledge is applied to examine the best statistical modelling of the wavelet coefficients for different wavelet bases and decomposition levels.