VGAM (version 0.7-1)

Inv.gaussian: The Inverse Gaussian Distribution

Description

Density and distribution function for the inverse Gaussian distribution with parameters mu and lambda.

Usage

dinv.gaussian(x, mu, lambda)
pinv.gaussian(q, mu, lambda)

Arguments

x, q

vector of quantiles.

mu

the mean parameter.

lambda

the $\lambda$ parameter.

Value

• dinv.gaussian gives the density, pinv.gaussian gives the distribution function.

Details

See inv.gaussianff, the VGAM family function for estimating both parameters by maximum likelihood estimation, for the formula of the probability density function.

References

Johnson, N. L. and Kotz, S. and Balakrishnan, N. (1994) Continuous Univariate Distributions, 2nd edition, Volume 1, New York: Wiley.

See Also

inv.gaussianff.

Examples

x = seq(-0.05, 4, len=300)
plot(x, dinv.gaussian(x, mu=1, lambda=1), type="l", col="blue", las=1,
     main="blue is density, red is cumulative distribution function")
abline(h=0, col="blue", lty=2)
lines(x, pinv.gaussian(x, mu=1, lambda=1), type="l", col="red")