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help for invgausscf
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Fitting a two-parameter inverse Gaussian distribution by maximum likelihood (cl
> osed form)

        invgausscf varname [weight] [if exp] [in range]

    by ... : may be used with invgausscf; see help by.

    fweights and aweights are allowed; see help weights.


Description

    invgausscf fits by maximum likelihood a two-parameter inverse Gaussian
    distribution to a distribution of a variable varname. The distribution
    has probability density function for variable x > 0, location parameter m
    > 0 and scale parameter l > 0 of
    (l / 2 pi x^3)^(1/2) exp((-l (x - m)^2 / 2 m^2 x)).  For a distribution
    without covariates the maximum likelihood solution can be obtained
    directly from closed form solutions.


Remarks

    This program is provided in case it is interesting or useful.  
    invgaussfit provides a fuller version, including fitting with covariates
    and inferential results. Its help file also comments on other commands
    available that use inverse Gaussian distributions in some way.


Saved results

    r(mu) and r(lambda) are the estimated inverse Gaussian parameters.

        
Examples

    . invgausscf mpg


Author

    Nicholas J. Cox, Durham University
    n.j.cox@durham.ac.uk


References

    Evans, M., Hastings, N. and Peacock, B. 2000. Statistical distributions.
        New York: John Wiley.

    Johnson, N.L., Kotz, S. and Balakrishnan, N. 1994.  Continuous univariate
        distributions: Volume 1. New York: John Wiley.


Also see

    Online: help for pinvgauss (if installed), qinvgauss (if installed) 
             invgaussfit (if installed)