Difference between revisions of "InverseGaussian"
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[[category:Distribution Functions]] | [[category:Distribution Functions]] | ||
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| − | + | == 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 | Distribution Variations.ana | ||
| − | = References = | + | == References == |
| − | |||
* Michael, Schucany, and Haas (1976) | * Michael, Schucany, and Haas (1976) | ||
| − | = See Also = | + | == See Also == |
| − | + | * [[Gaussian]] | |
* [[Wald]] | * [[Wald]] | ||
| + | * [[Multivariate distributions]] | ||
| + | * [[Distribution Densities Library]] | ||
Latest revision as of 21:30, 27 January 2016
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
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