The generalised inverse Gaussian
distribution
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Distribution name
Generalised inverse
Gaussian distribution (GIG)
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Common notation
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Parameters
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 =
parameter ( )
 =
parameter ( )
 =
parameter ( )
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Domain
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Probability density
function
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where  is
the modified Bessel function of the third kind with index .
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Mean
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Variance
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Characteristic function
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Other comments
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When  and  the
non-central moments are:
Some commentators use GIG to refer to the generalised
integer gamma distribution (which is not the same as the generalised inverse
Gaussian distribution).
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Nematrian web functions
This distribution is not currently supported within the Nematrian
web function library. For details of other supported probability
distributions see here.
NAVIGATION LINKS
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