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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.


Distribution Variations.ana


  • Michael, Schucany, and Haas (1976)

See Also


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