draw.inverse.gaussian {UnivRNG} | R Documentation |
This function implements pseudo-random number generation for an inverse Gaussian distribution with pdf
f(x|\mu,\lambda)=(\frac{\lambda}{2\pi})^{1/2}x^{-3/2}e^{-\frac{\lambda(x-\mu)^2}{2\mu^2x}}
for x > 0
, \mu > 0
, and \lambda > 0
where \mu
and \lambda
are the location and scale parameters, respectively.
draw.inverse.gaussian(nrep,mu,lambda)
nrep |
Number of data points to generate. |
mu |
Location parameter for the desired inverse Gaussian distribution. |
lambda |
Scale parameter for the desired inverse Gaussian distribution. |
A list of length five containing generated data, the theoretical mean, the empirical mean, the theoretical variance, and the empirical variance with names y, theo.mean, emp.mean, theo.var, and emp.var, respectively.
Michael, J. R., William, R. S., & Haas, R. W. (1976). Generating random variates using transformations with multiple roots. The American Statistician, 30, 88-90.
draw.inverse.gaussian(nrep=100000,mu=1,lambda=1)
draw.inverse.gaussian(nrep=100000,mu=3,lambda=1)