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

SciPy Trac scipy-tickets@scipy....
Wed Feb 20 09:32:21 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 josefpktd):

 when using transformation of variables, we *have* to multiply by the
 factor (in linear transformation) or determinant of derivative (in
 nonlinear, multivariate transformation).
 (a bit handwaving in nonlinear or multivariate case)

 If we multiply, then we have a "proper" pdf: we should have identical pdf
 as wikipedia and it has to integrate to 1.

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Ticket URL: <http://projects.scipy.org/scipy/ticket/1848#comment:5>
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