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Math Help - Inverse Gaussian (Wald) distribuiton

  1. #1
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    Inverse Gaussian (Wald) distribuiton

    Hi all,
    I am having trouble to prove that the inverse Gaussian is a valid pdf.
    Thanks for your help.
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  2. #2
    Moo
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    Re: Inverse Gaussian (Wald) distribuiton

    Hello,

    What have you tried ? Have you found the pdf of the inverse Gaussian ?
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  3. #3
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    Re: Inverse Gaussian (Wald) distribuiton

    Quote Originally Posted by Moo View Post
    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.

    Thanks!
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  4. #4
    Moo
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    Re: Inverse Gaussian (Wald) distribuiton

    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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