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invgauss

Inverse Gaussian Distribution


Description

Density, cumulative probability, quantiles and random generation for the inverse Gaussian distribution.

Usage

dinvgauss(x, mu = stop("no shape arg"), lambda = 1)
  pinvgauss(q, mu = stop("no shape arg"), lambda = 1)
  rinvgauss(n, mu = stop("no shape arg"), lambda = 1)

Arguments

n

Integer

q, x

Real

mu,lambda

positve array of integers, means and scaling parameter

Value

dinvgauss: Inverse Gaussian distribution function
pinvgauss: Random variates from inverse Gaussian distribution
rinvgauss: Quantiles of the inverse Gaussian distribution

Note

p(x) = sqrt(lambda/(2*pi*x^3))e^{-lambda(x-mu)^2/(2*x mu^2)}

Author(s)

Gordon Smyth, gks@maths.uq.edu.au, from sources of <paul.bagshaw@cnet.francetelecom.fr> e.a.

References

Chhikara and Folks, The Inverse Gaussian Distribution, Marcel Dekker, 1989. http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution

Examples

n <- 10;

cwhmisc

Miscellaneous Functions for Math, Plotting, Printing, Statistics, Strings, and Tools

v6.6
GPL (>= 2)
Authors
Christian W. Hoffmann
Initial release
2018-08-24, 10:40:10

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