“Inverse Gaussian” distribution approximation
Verifies an approximation to the
cdf
of an "inverse Gaussian" distribution, as mentioned.
2024.Jul.03 18:25:41
μ
Mean (positive).
σ
or
λ
λ
σ
=
Parameter:
σ
or
λ
=
μ
3
⁄
σ
2
. (The
μ
and
σ
proposed lead to
λ
= 10.)
L
Lower Specification Limit.
mult
L
⁄ mult ≤
x
≤ 5
L
.
Calculates a table of an
"inverse Gaussian" distribution
to verify (or not) the negligibility of the
second summand
in
F
(
x
).
In the results, "E" stands for exp(2
λ
⁄
μ
), which premultiplies
Φ
2
.
References:
• (…)
http://web.ist.utl.pt/~mcasquilho/compute/qc/F-iGapprox.php
Created:
2004-10-02 —
Last modified:
2009-02-03
