Abstract
The inverse Gaussian distribution was derived by Schr"ödinger (1915) and Smoluchowski (1915) as the first passage time distribution of Brownian motion with a drift. The distribution subsequently arose in the related contexts of population growth studies by Hadwiger (1940), in an early application to clinical trials by Tweedie (1941), and in the context of the sequential analysis by Wald (1947); all of these are in the context of Brownian motion.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2007 Springer
About this chapter
Cite this chapter
Marshall, A.W., Olkin, I. (2007). The Inverse Gaussian Distribution. In: Life Distributions. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-68477-2_13
Download citation
DOI: https://doi.org/10.1007/978-0-387-68477-2_13
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-20333-1
Online ISBN: 978-0-387-68477-2
eBook Packages: EngineeringEngineering (R0)