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

SciPy Trac scipy-tickets@scipy....
Wed Feb 20 09:14:48 CST 2013


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

 Indeed, josefpktd, that transformation does the trick.

 I did not consider the possibility of multiplying the pdf with a 1/s
 factor. Is that allowed? I mean, is the result still a true pdf that
 integrates to 1?

 If `wiki.pdf(x,mu_wiki,lambda) = 1/s * invgauss.pdf(x/s, mu/s)`, then
 either the wiki.pdf or the invgauss.pdf does not integrate to 1 (right?),
 or is it automatically normalized?

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Ticket URL: <http://projects.scipy.org/scipy/ticket/1848#comment:4>
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