I am having trouble to prove that the inverse Gaussian is a valid pdf.
Thanks for your help.
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What have you tried ? Have you found the pdf of the inverse Gaussian ?
Originally Posted by Moo Hello,
What have you tried ? Have you found the pdf of the inverse Gaussian ? I tried the pdf; but it didn't get me anywhere! I couldn't show that the integral was equal to 1.
Then please show what you got. And detail your calculation steps as much as possible. It's easier to spot a mistake than explaining the whole thing. Especially when a few methods are possible.
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