The Inverse Gaussian Distribution

  • Albert W. Marshall
  • Ingram Olkin
Part of the Springer Series in Statistics book series (SSS)


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.


Hazard Rate Survival Function Moment Generate Function Inverse Gaussian Distribution Generalize Gaussian Distribution 


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Copyright information

© Springer 2007

Authors and Affiliations

  • Albert W. Marshall
    • 1
  • Ingram Olkin
    • 2
  1. 1.Department of StatisticsUniversity of British ColumbiaVancouverCanada
  2. 2.Department of StatisticsStanford UniversityStanfordUSA

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