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InverseGaussianDistribution

Inverse Gaussian probability distribution object

Description

An `InverseGaussianDistribution` object consists of parameters, a model description, and sample data for an inverse Gaussian probability distribution.

Also known as the Wald distribution, the inverse Gaussian is used to model nonnegative positively skewed data. Inverse Gaussian distributions have many similarities to standard Gaussian (normal) distributions, which lead to applications in inferential statistics.

The inverse Gaussian distribution uses the following parameters.

ParameterDescriptionSupport
`mu`Scale parameter$\mu >0$
`lambda`Shape parameter$\lambda >0$

Creation

There are several ways to create a `InverseGaussianDistribution` probability distribution object.

Properties

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Distribution Parameters

Scale parameter for the inverse Gaussian distribution, specified as a positive scalar value.

Data Types: `single` | `double`

Shape parameter for the inverse Gaussian distribution, specified as a positive scalar value.

Data Types: `single` | `double`

Distribution Characteristics

This property is read-only.

Logical flag for truncated distribution, specified as a logical value. If `IsTruncated` equals `0`, the distribution is not truncated. If `IsTruncated` equals `1`, the distribution is truncated.

Data Types: `logical`

This property is read-only.

Number of parameters for the probability distribution, specified as a positive integer value.

Data Types: `double`

This property is read-only.

Covariance matrix of the parameter estimates, specified as a p-by-p matrix, where p is the number of parameters in the distribution. The (`i`,`j`) element is the covariance between the estimates of the `i`th parameter and the `j`th parameter. The (`i`,`i`) element is the estimated variance of the `i`th parameter. If parameter `i` is fixed rather than estimated by fitting the distribution to data, then the (`i`,`i`) elements of the covariance matrix are 0.

Data Types: `double`

This property is read-only.

Logical flag for fixed parameters, specified as an array of logical values. If `0`, the corresponding parameter in the `ParameterNames` array is not fixed. If `1`, the corresponding parameter in the `ParameterNames` array is fixed.

Data Types: `logical`

This property is read-only.

Distribution parameter values, specified as a vector.

Data Types: `single` | `double`

This property is read-only.

Truncation interval for the probability distribution, specified as a vector containing the lower and upper truncation boundaries.

Data Types: `single` | `double`

Other Object Properties

This property is read-only.

Probability distribution name, specified as a character vector.

Data Types: `char`

This property is read-only.

Data used for distribution fitting, specified as a structure containing the following:

• `data`: Data vector used for distribution fitting.

• `cens`: Censoring vector, or empty if none.

• `freq`: Frequency vector, or empty if none.

Data Types: `struct`

This property is read-only.

Distribution parameter descriptions, specified as a cell array of character vectors. Each cell contains a short description of one distribution parameter.

Data Types: `char`

This property is read-only.

Distribution parameter names, specified as a cell array of character vectors.

Data Types: `char`

Object Functions

 `cdf` Cumulative distribution function `icdf` Inverse cumulative distribution function `iqr` Interquartile range `mean` Mean of probability distribution `median` Median of probability distribution `negloglik` Negative loglikelihood of probability distribution `paramci` Confidence intervals for probability distribution parameters `pdf` Probability density function `proflik` Profile likelihood function for probability distribution `random` Random numbers `std` Standard deviation of probability distribution `truncate` Truncate probability distribution object `var` Variance of probability distribution

Examples

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Create an inverse Gaussian distribution object using the default parameter values.

`pd = makedist('InverseGaussian')`
```pd = InverseGaussianDistribution Inverse Gaussian distribution mu = 1 lambda = 1 ```

Create an inverse Gaussian distribution object by specifying parameter values.

`pd = makedist('InverseGaussian','mu',2,'lambda',4)`
```pd = InverseGaussianDistribution Inverse Gaussian distribution mu = 2 lambda = 4 ```

Compute the standard deviation of the distribution.

`s = std(pd)`
```s = 1.4142 ```

See Also

Introduced in R2013a

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