Probabilities.InverseGaussianCDF Function

Inverse Gaussian cumulative distribution function (CDF).

Pascal

function InverseGaussianCDF(x: double; Mu: double; Lambda: double): double; overload;

Parameters	Description
x	Function domain, positive real value.
Mu	Defines distribution Mu parameter. Mu must be a positive scalar.
Lambda	Defines distribution Lambda parameter. Lambda must be a positive scalar.

the inverse Gaussian CDF for value x using parameters Mu and Lambda, where both Mu and Lambda are positive scalars.

Inverse Gaussian CDFis defined by the following equation:

where Mu and Lambda are both positive real numbers.