udig | R Documentation |
Create UNU.RAN object for a Inverse Gaussian (Wald) distribution
with mean mu
and shape parameter lambda
.
[Distribution] – Inverse Gaussian (Wald).
udig(mu, lambda, lb=0, ub=Inf)
mu |
mean (strictly positive). |
lambda |
shape parameter (strictly positive). |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The inverse Gaussian distribution with mean mu and shape parameter lambda has density
f(x) = sqrt(lambda / (2*pi*x^3)) * exp( -(lambda*(x-mu)^2) / (2*mu^2*x) )
where mu>0 and lambda>0.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 15, p. 259.
unuran.cont
.
## Create distribution object for inverse Gaussian distribution distr <- udig(mu=3, lambda=2) ## Generate generator object; use method PINV (inversion) gen <- pinvd.new(distr) ## Draw a sample of size 100 x <- ur(gen,100)
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