Probabilities::InverseGaussianPDF Function

Probabilities Namespace

Overload List

#SignatureDescription
1double InverseGaussianPDF(double x, double Mu, double Lambda);Inverse Gaussian (Wald) probability density function (PDF).
2void InverseGaussianPDF(TDenseMtxVec *X, double Mu, double Lambda, TDenseMtxVec *Res);Inverse Gaussian distribution PDF (vectorized).

Overload 1: double InverseGaussianPDF(double x, double Mu, double Lambda);

Inverse Gaussian (Wald) probability density function (PDF).

#NameTypeDescription
1xdoubleFunction domain, positive real value (x>0).
2MudoubleDistribution mean parameter. Mu must be a positive scalar (Mu>0).
3LambdadoubleDistribution shape parameter. Lambda must be a positive scalar (Lambda>0).

Returns: the inverse Gaussian PDF for value x using parameters Mu (mean) and Lambda (shape), where both Mu and Lambda are positive. Returns NaN if Mu<=0, Lambda<=0, or x<=0.

Remarks:

Calculates the inverse Gaussian (Wald) probability density function, defined by

PDF(x | mu,lambda) = sqrt(lambda/(2pi x^3)) exp[(-lambda(x-mu)^2)/(2 x mu^2)] , x > 0, mu > 0, lambda > 0 .

Returns NaN for x<=0, Mu<=0 or Lambda<=0.

See Also: Probabilities::InverseGaussianCDF, Probabilities::InverseGaussianCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Overload 2: void InverseGaussianPDF(TDenseMtxVec *X, double Mu, double Lambda, TDenseMtxVec *Res);

Inverse Gaussian distribution PDF (vectorized).

#NameTypeDescription
1XTDenseMtxVec *Defines distribution domain, vector or matrix with positive real values.
2MudoubleDefines distribution Mu parameter. Mu must be a positive scalar.
3LambdadoubleDefines distribution Lambda parameter. Lambda must be a positive scalar.
4ResTDenseMtxVec *After calculation stores the PDF calculated from X, Mu, and Lambda. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler