Summary
Inverse Gaussian cumulative distribution function (CDF).Unit
Probabilities
Declaration
Procedure InverseGaussianCDF(X: TDenseMtxVec; mu, lambda: TSample; Res: TDenseMtxVec);
Description
Calculates the Wald CDF for vector X using the parameters mu and lambda. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.Declaration
Function InverseGaussianCDF(x: TSample; mu, lambda: TSample): TSample;
Result
the inverse Gaussian CDF for value x using parameters mu and lambda, where both mu and lambda are positive scalars. Inverse Gaussian CDFis defined by the following equation:
where mu>0 and lambda>0.
Categories
Continuous probabilities| Copyright 2008 Dew Research |