Inverse Gaussian Distribution
The inverse Gaussian distribution or Wald distribution is related to the normal distribution but is not the distribution of the reciprocal of a normal variable.
The inverse Gaussian distribution has a location and a scale parameter. These parameters are usually denoted by the Greek letters μ and λ.
The probability density function is:
$$f(x) = \sqrt\frac{\lambda}{2\pi x^3}\exp\left(-\frac{\lambda(x-\mu)^2}{2\mu^2x}\right)$$The inverse Gaussian distribution is implemented by the InverseGaussianDistribution class. It has just one constructor with two arguments. The first argument is the shape parameter. The second argument is the scale parameter.
The following constructs an inverse Gaussian distribution of order 4.2 and scale parameter 1:
var invGaussian = new InverseGaussianDistribution(4.2, 1.0);The InverseGaussianDistribution class has two specific properties, LocationParameter and ScaleParameter, which return the location and scale parameters of the distribution.
For details of the properties and methods common to all continuous distribution classes, see the topic on continuous distributions.