Nothing
draw.inverse.gaussian=function(nrep,mu,lambda){
if (mu<=0){
stop("Location parameter must be positive!\n")
}
if (lambda<=0){
stop("Scale parameter must be positive!\n")
}
inv.gaus=numeric(nrep)
for (i in 1:nrep){
v=rnorm(1)
y=v^2
x1=mu+(mu^2*y/(2*lambda))-(mu/(2*lambda))*(sqrt(4*mu*lambda*y+mu^2*y^2))
u=runif(1)
inv.gaus[i]=x1
w=(u>(mu/(mu+x1)))
inv.gaus[i][w]=mu^2/x1
}
emp.mean=round(mean(inv.gaus), 5)
emp.var=round(var(inv.gaus), 5)
theo.mean=mu
theo.var=(mu^3)/lambda
return(list(y=inv.gaus, theo.mean=theo.mean, emp.mean=emp.mean, theo.var=theo.var, emp.var=emp.var))
}
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