InverseGaussian

InverseGaussian(A, B)

The inverse Gaussian distribution with location parameter «A» and scale parameter «B». Used in reliability studies. Gives the first passage time in a standard Brownian motion with positive drift.

Some books refer to this as the Wald Distribution. Others define the Wald distribution as the special case where A = 1.

Library

Distribution Variations.ana

References

• Michael, Schucany, and Haas (1976)

See Also

• Gaussian
• Wald
• Multivariate distributions
• Distribution Densities Library