[Scipy-tickets] [SciPy] #1848: stats invgauss parameters

SciPy Trac scipy-tickets@scipy....
Wed Feb 20 07:06:26 CST 2013


#1848: stats invgauss parameters
---------------------------------------+------------------------------------
 Reporter:  ken.bastiaensen@…          |       Owner:  rgommers   
     Type:  defect                     |      Status:  new        
 Priority:  normal                     |   Milestone:  Unscheduled
Component:  scipy.stats                |     Version:  0.11.0     
 Keywords:  invgauss                   |  
---------------------------------------+------------------------------------

Comment(by josefpktd):

 from,a quick calculation, I think scipy.stats.invgauss pdf is ok

 invgauss.pdf(x, mu) = 1 / sqrt(2*pi*x**3) * exp(-(x-mu)**2/(2*x*mu**2))

 invgauss.pdf(x, mu) = 1 / sqrt(2*pi*x**3) * exp(-(x-mu)**2/(2*x*mu**2))

 invgauss.pdf(x, a, s) = 1/s * invgauss.pdf(x/s, mu/s)

 substituting in and simplifying, I get the same answer as Wikipedia

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1848#comment:1>
SciPy <http://www.scipy.org>
SciPy is open-source software for mathematics, science, and engineering.


More information about the Scipy-tickets mailing list