properGeneralizedInverseGaussianVariance

Variance of the generalized inverse Gaussian distribution

T
properGeneralizedInverseGaussianVariance
(
T
)
(,
T eta
,)

Examples

import std.math : approxEqual;
auto expectation     = properGeneralizedInverseGaussianMean!double(2.0, 3.0, 4.0);
auto secondRowMoment = properGeneralizedInverseGaussianMean!double(2.0, 3.0, 4.0, 2);
auto variance        = properGeneralizedInverseGaussianVariance!double(2.0, 3.0, 4.0);
assert(approxEqual(secondRowMoment - expectation^^2, variance));

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