Inverse Gauss Distribution

The Inverse Gauss distribution is left skewed distribution whose location is set by the mean with the profile determined by the scale factor.  The random variable can take a value between zero and infinity.  The skewness increases rapidly with decreasing values of the scale parameter.

Profile

Parameters

Parameter	Description	Characteristics
mean	The mean value	A float > 0 and < ∞
scale	Determines the profile of the distribution.	A float > 0

Range

The range is greater than aero to infinity

Functions

Where Φ is the Laplace function

Properties

Page Updated 30-Nov-2004

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