Probabilities.InverseGaussianStat Method

procedure InverseGaussianStat(Mu: Double; Lambda: Double; out AMean: Double; out AVariance: Double; out ASkewness: Double; out AKurtosis: Double);

Inverse Gaussian distribution statistic parameters.

#NameDescription
1AMeanReturns distribution mean estimate.
2AVarianceReturns distribution variance estimate.
3ASkewnessReturns distribution skewness estimate.
4AKurtosisReturns distribution kurtosis estimate.
5MuDefines distribution Mu parameter. Mu must be a positive scalar.
6LambdaDefines distribution Lambda parameter. Lambda must be a positive scalar.

Result: stored in self (calling object)

Remarks:

Calculates Inverse Gaussian distribution mean, variance, skewness and kurtosis values using parameters Mu and Lambda.