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Inverse Gaussian distribution
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Mathematics
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Probability and statistics
Statistical modelling
Exponential family
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For an
expected value
parameter
μ
>
0
and a
shape parameter
λ
>
0
, the inverse Gaussian distribution has
probability density function
f
(
x
;
μ
,
λ
)
=
(
2
π
x
3
λ
)
1/2
exp
(
−
2
μ
2
x
λ
(
x
−
μ
)
2
)
,
x
>
0.
(163)
Its mean is
μ
and its variance is
μ
3
/
λ
.
Ancestors
(6)
Exponential family
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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