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The inverse Gaussian distribution has several properties analogous to a Gaussian distribution. The name can be misleading: it is an "inverse" only in that, while the Gaussian describes a Brownian motion's level at a fixed time, the inverse Gaussian describes the distribution of the time a Brownian motion with positive drift takes to reach a ...
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In probability theory and statistics, an inverse distribution is the distribution of the reciprocal of a random variable. Inverse distributions arise in particular in the Bayesian context of prior distributions and posterior distributions for scale parameters.
Cumulative distribution function for the exponential distribution Cumulative distribution function for the normal distribution. In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable, or just distribution function of , evaluated at , is the probability that will take a value less than or equal to .
The inverse Gaussian and gamma distributions are special cases of the generalized inverse Gaussian distribution for p = −1/2 and b = 0, respectively. [7] Specifically, an inverse Gaussian distribution of the form
The distribution is a special case of the folded normal distribution with μ = 0.; It also coincides with a zero-mean normal distribution truncated from below at zero (see truncated normal distribution)
For A = 4 one obtains the 9/7-CDF-wavelet.One gets () = + + +, this polynomial has exactly one real root, thus it is the product of a linear factor and a quadratic factor. The coefficient c, which is the inverse of the root, has an approximate value of −1.4603482098.
The noncentral F-distribution is implemented in the R language (e.g., pf function), in MATLAB (ncfcdf, ncfinv, ncfpdf, ncfrnd and ncfstat functions in the statistics toolbox) in Mathematica (NoncentralFRatioDistribution function), in NumPy (random.noncentral_f), and in Boost C++ Libraries.