`scipy.stats._continuous_distns:invgauss_gen`

source: /scipy/stats/_continuous_distns.py :4995

Signature

   class     invgauss_gen (    momtype    =  1   ,    a    =  None   ,    b    =  None   ,    xtol    =  1e-14   ,    badvalue    =  None   ,    name    =  None   ,    longname    =  None   ,    shapes    =  None   ,    seed    =  None     )

Members

Summary

An inverse Gaussian continuous random variable.

Extended Summary

%(before_notes)s

Notes

The probability density function for invgauss is:

f (x; μ) = \frac{1}{2 π x ^{3}} exp (- \frac{( x - μ ) ^{2}}{2 μ ^{2} x})

for $x \geq 0$ and $μ > 0$ .

invgauss takes mu as a shape parameter for $μ$ .

%(after_notes)s

A common shape-scale parameterization of the inverse Gaussian distribution has density

f (x; ν, λ) = \frac{λ}{2 π x ^{3}} exp (- \frac{λ ( x - ν ) ^{2}}{2 ν ^{2} x})

Using nu for $ν$ and lam for $λ$ , this parameterization is equivalent to the one above with mu = nu/lam, loc = 0, and scale = lam.

This distribution uses routines from the Boost Math C++ library for the computation of the ppf and isf methods. ^[1]

Aliases

scipy.stats._continuous_distns.invgauss_gen