Inverse Gaussian Distribution

Definition

The inverse Gaussian distribution has the density function

$\sqrt{\frac{λ}{2 π x^{3}}} \exp {- \frac{λ}{2 μ^{2} x} {(x - μ)}^{2}}$

Background

Also known as theWald distribution, the inverse Gaussian is used to model nonnegative positively skewed data. The distribution originated in the theory of Brownian motion, but has been used to model diverse phenomena. Inverse Gaussian distributions have many similarities to standard Gaussian (normal) distributions, which lead to applications in inferential statistics.

Parameters

对estimate distribution parameters, usemleor the Distribution Fitter app.