Summary
Inverse Gaussian probability density function (PDF).
Unit
Probabilities
Declaration
Function InverseGaussianPDF(x: TSample; mu, lambda: TSample): TSample;
| Parameter | Description |
|---|
| x | Defines distribution parameter, valid on [0,INF) interval. |
| mu | Defines distribution mu parameter. mu must be a positive scalar. |
| lambda | Defines distribution lambda parameter. lambda must be a positive scalar. |
Result
the inverse Gaussian PDF for value x using parameters mu and lambda, where both mu and lambda are positive scalars.
Description
Calculates the inverse Gaussian distribution probability density function, defined by the following equation:

where mu>0 and lambda>0.
Parameters:Support: x: (0,INF)
Categories
Continuous probabilities
Declaration
Procedure InverseGaussianPDF(X: TDenseMtxVec; mu, lambda: TSample; Res: TDenseMtxVec);
Description
Calculates the Wald PDF 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.
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