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StatsWaldPDF

StatsWaldPDF (x, µ, λ)

The StatsWaldPDF function returns the inverse Gaussian or Wald probability distribution function

f(x;μ,λ)=λ2πx3exp[λ(xμ)22μ2x].\displaystyle f(x ; \mu, \lambda)=\sqrt{\frac{\lambda}{2 \pi x^{3}}} \exp \left[-\frac{\lambda(x-\mu)^{2}}{2 \mu^{2} x}\right] .

where x, µ, λ > 0.

See Also

Statistical Analysis, StatsWaldCDF