Title: Calculation of the Inverse Gaussian Distribution Function
Abstract: The inverse Gaussian distribution arises quite naturally as a model for failure times brought on by a “steady” deterioration in quality. If the underlying “wear” process is one of Brownian motion with a positive drift at rate µ, with variance σ2 per unit time, the first passage time T to a barrier at a distance a from the origin has p.d.f. of inverse Gaussian type.
Publication Year: 1986
Publication Date: 1986-03-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 1
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