help for invgausscf

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.


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.


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.


. invgausscf mpg


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


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)