The generalised inverse Gaussian
distribution
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Distribution name
Generalised inverse
Gaussian distribution (GIG)
Common notation
Parameters
=
parameter (
)
=
parameter (
)
=
parameter (
)
Domain
Probability density
function
where 
is
the modified Bessel function of the third kind with index .
Mean
Variance
Characteristic function
Other comments
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).
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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