The inverse Gaussian distribution, also known as the Wald distribution, is the distribution over with probability function and distribution function given by

			(1)
			(2)

where is the mean and is a scaling parameter.

The inverse Gaussian distribution is implemented in Mathematica as InverseGaussianDistribution[mu, lambda].

The th raw moment is given by

(3)

where is a modified Bessel function of the second kind, giving the first few as

			(4)
			(5)
			(6)

The first few central moments are

			(7)
			(8)
			(9)

The variance, skewness, and kurtosis excess are given by

			(10)
			(11)
			(12)

CITE THIS AS:

Weisstein, Eric W. "Inverse Gaussian Distribution." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/InverseGaussianDistribution.html