[SciPy-User] scipy.stats.invnorm - rename to invgauss?
Fri Apr 9 16:55:07 CDT 2010
On Fri, Apr 9, 2010 at 3:38 PM, Matthew Brett <firstname.lastname@example.org> wrote:
>> But from http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution
>> it looks like it's not a inverse transformation. In that case a
>> different name might reduce some confusion.
>> I will look at what invnorm really is, (I don't know)
> My impression is that the accepted name for this distribution is
> 'inverse Gaussian' or 'Wald' - but I don't think anyone else calls it
> the 'inverse normal' - I am happy to be corrected if I am wrong.
> Given that 'inverse normal' confused both of us, in different ways, do
> you agree that a switch would be good?
I agree with the switch, I forgot to reply
I had checked Johnson, Kotz and Balakrishnan, and they have 3 or 4
parameterizations of the Inverse Gaussian, one of them is Wald, I
haven't checked yet if scale is a missing parameter in their version.
According to JKB, Tweedie called it the inverse gaussian because the
cumulants of IG and normal are (somehow) inversely related. But it is
not a transformation as e.g. lognorm.
(IG as abbreviation is confusing because I have seen IG for inverse
gamma or something like this.)
Numpy.random has this distribution available as wald, invnorm.rvs =
My impression is InverseGaussian is the main name, in indices I saw
"Wald (see Inverse Gaussian)".
So the main question is whether to call it invgauss or wald, assuming
nobody objects to a renaming to clarify this.
I still want to compare parameterizations, but I'm in favor of renaming it.
> See you,
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