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InverseGaussianDistribution
InverseGaussianDistribution[
, 
]
represents an inverse Gaussian distribution with mean and scale parameter .
InverseGaussianDistribution[, , 
]
represents a generalized inverse Gaussian distribution with parameters , , and .
Details
- InverseGaussianDistribution[, ] is also known as the inverse normal or Wald distribution.
- InverseGaussianDistribution[, , ] is also known as the Sichel distribution.
- The probability density for value
in an inverse Gaussian distribution is proportional to 
for 
, and zero for 
. » - The probability density for value
in a generalized inverse Gaussian distribution is proportional to 
for 
, and zero for 
. - InverseGaussianDistribution allows and to be any positive real numbers and to be any real number.
- InverseGaussianDistribution can be used with such functions as Mean, CDF, and RandomVariate. »
Examplesopen all
Basic Examples (6)
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Cumulative distribution function of an inverse Gaussian distribution:
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Probability density function of a generalized inverse Gaussian distribution:
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Cumulative distribution function of a generalized inverse Gaussian distribution:
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Mean of a generalized inverse Gaussian distribution:
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Variance of a generalized inverse Gaussian distribution:
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New in 6 | Last modified in 8
