- Inverse Gaussian Distribution
K. Krishnamoorthy · 2016
This distribution is usually denoted by IG(µ, λ). Using the standard normal distribution function Φ, the cumulative distribution function (cdf) of an IG(µ, λ) can be expressed as F (x|µ, λ) = Φ (√ λ x ( x µ − 1 )) + e2λ/µΦ ( − √ λ x ( x µ + 1 )) , x > 0, (28.2) where Φ(x) is the standard normal distribution function.