rInverseGaussian

Function to generate random observation from a inverse Gaussian distribution.

References: Michael, John R.; Schucany, William R.; Haas, Roy W. (May 1976). "Generating Random Variates Using Transformations with Multiple Roots".

  1. T rInverseGaussian(T lambda, T mu)
    T
    rInverseGaussian
    (
    T = double
    )
    ()
    if (
    isFloatingPoint!T
    )
  2. T rInverseGaussian(ref UniformRNG rng, T lambda, T mu)

Examples

auto x = rInverseGaussian(2.0, 3.0) * 5;

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