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winvgstat

PURPOSE ^

Mean and variance for the Inverse Gaussian distribution.

SYNOPSIS ^

[m,v]= winvgstat(m0,l0);

DESCRIPTION ^

 WINVGSTAT Mean and variance for the Inverse Gaussian distribution.
  
  CALL:  [m,v] = winvgstat(m0,l0)
 
    m, v = the mean and variance, respectively 
  m0, l0 = parameters of the Inverse Gaussian distribution (see winvgpdf)
 
   Mean (m) and variance (v) for the Inverse Gaussian distribution is
 
   m=m0  and  v=m0^3/l0;
 
  Example:
    [m,v] = winvgstat(10,100)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function [m,v]= winvgstat(m0,l0);
002 %WINVGSTAT Mean and variance for the Inverse Gaussian distribution.
003 % 
004 % CALL:  [m,v] = winvgstat(m0,l0)
005 %
006 %   m, v = the mean and variance, respectively 
007 % m0, l0 = parameters of the Inverse Gaussian distribution (see winvgpdf)
008 %
009 %  Mean (m) and variance (v) for the Inverse Gaussian distribution is
010 %
011 %  m=m0  and  v=m0^3/l0;
012 %
013 % Example:
014 %   [m,v] = winvgstat(10,100)
015 
016 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability
017 % and Life Span Models", p. 259 ff, Marcel Dekker.
018 
019 % Tested on; Matlab 5.3
020 % History: 
021 % revised pab 24.10.2000
022 %  - added comnsize, nargchk
023 % added ms 14.08.2000
024 
025 error(nargchk(2,2,nargin))
026 %if nargin<1|isempty(m0),  m0=0;  end
027 %if nargin<2|isempty(l0),  l0=1;  end
028 
029 [errorcode, m0, l0] = comnsize (m0, l0);
030 if (errorcode > 0)
031   error ('m and l must be of common size or scalar');
032 end
033 
034 m = zeros(size(m0));
035 v = m;
036 
037 ok =((m0>0)&(l0>0));  
038 k = find(ok);
039 if any(k),
040   m(k) = m0(k);
041   v(k) = m0(k).^3./l0(k);
042 end
043 
044 k1 = find (~ok);
045 if any (k1)
046   tmp=NaN;
047   m(k1) = tmp(ones(size(k1)));
048   v(k1)=m(k1);
049 end
050

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

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