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IGCDFName:
with and denoting the shape parameters and denoting the cumulative distribution function of the standard normal distribution. The inverse Gaussian distribution can be generalized with location and scale parameters in the usual way.
<SUBSET/EXCEPT/FOR qualification> where <x> is a variable or a parameter; <gamma> is number or parameter that specifies the first shape parameter; <mu> is number or parameter that specifies the second shape parameter; <loc> is number or parameter that specifies the location parameter; <scale> is number or parameter that specifies the scale parameter; <y> is a variable or a parameter (depending on what <x> is) where the computed inverse Gaussian cdf value is stored; and where the <SUBSET/EXCEPT/FOR qualification> is optional. Note that the location and scale parameters are optional.
LET A = IGCDF(A1,2,1) LET X2 = IGCDF(X1,2,3) PLOT IGCDF(X,2,1.5) FOR X = 0.1 0.1 5
"Statistical Distributions", Third Edition, Evans, Hastings, and Peacock, Wiley, 2000, pp. 114-116.
2003/12: Modified to treat as a shape parameter instead of a location parameter. Y1LABEL Probability X1LABEL X LABEL CASE ASIS X1LABEL DISPLACEMENT 12 Y1LABEL DISPLACEMENT 12 MULTIPLOT SCALE FACTOR 2 MULTIPLOT 2 2 MULTIPLOT CORNER COORDINATES 0 0 100 95 TITLE GAMMA = 2, MU = 1 PLOT IGCDF(X,2,1) FOR X = 0.01 0.01 5 TITLE GAMMA = 5, MU = 1 PLOT IGCDF(X,5,1) FOR X = 0.01 0.01 5 TITLE GAMMA = 2, MU = 2 PLOT IGCDF(X,2,2) FOR X = 0.01 0.01 5 TITLE GAMMA = 5, MU = 2 PLOT IGCDF(X,5,2) FOR X = 0.01 0.01 5 END OF MULTIPLOT JUSTIFICATION CENTER MOVE 50 97 CASE ASIS TEXT Inverse Gaussian CDF
Date created: 7/7/2004 |