uigd {new.dist} | R Documentation |
Unit Inverse Gaussian Distribution
Description
Density, distribution function, quantile function and random generation for
the Unit Inverse Gaussian distribution mean
and scale
.
Usage
duigd(x, mu, lambda = 1, log = FALSE)
puigd(q, mu, lambda = 1, lower.tail = TRUE, log.p = FALSE)
quigd(p, mu, lambda = 1, lower.tail = TRUE)
ruigd(n, mu, lambda = 1)
Arguments
x , q |
vector of quantiles. |
mu |
a mean parameter. |
lambda |
a scale parameter. |
log , log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
p |
vector of probabilities. |
n |
number of observations. If |
Details
The Unit Inverse Gaussian distribution scale
parameter \lambda
and mean
parameter \mu
, has density
f\left( x\right) =\sqrt{\frac{\lambda }{2\pi }}
\frac{1}{x^{3/2}}e^{-\frac{ \lambda }{2\mu ^{2}x}\left( x-\mu \right) ^{2}},
where
x>0,~\mu ,\lambda >0.
Value
duigd
gives the density, puigd
gives the distribution
function, quigd
gives the quantile function and ruigd
generates
random deviates.
References
Ghitany, M., Mazucheli, J., Menezes, A. ve Alqallaf, F., 2019, The unit-inverse Gaussian distribution: A new alternative to two-parameter distributions on the unit interval, Communications in Statistics-Theory and Methods, 48 (14), 3423-3438.
Examples
library(new.dist)
duigd(1, mu=2, lambda=3)
puigd(1,mu=2,lambda=3)
quigd(.1,mu=2,lambda=3)
ruigd(10,mu=2,lambda=3)