InverseGaussian

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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 postive 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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