[S] Generating Inverse Gaussian

andrey@utstat.toronto.edu
Mon, 28 Sep 98 10:46 EDT


In partial reply to Thomas (yee@scitec.auckland.ac.nz)
who wrote seeking code for generating the Inverse Gaussian:

The Inverse Gaussian is a special case of the Stable Laws;
one should therefore be able to generate them using the
S-Plus routine `rstab' with parameters index=1/2, skewness=1.

[I don't quite recall however how the parameters of the
two distributions in question align, and unfortunately
won't have a chance for a while to check..]

Andrey Feuerverger
Univ of Toronto

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