ABSTRACT
This distribution is usually denoted by IG(µ, λ). Using the standard normal distribution function Φ, the cumulative distribution function (cdf) of an IG(µ, λ) can be expressed as
F (x|µ, λ) = Φ (√
λ
x
( x
µ − 1 ))
+ e2λ/µΦ
( − √ λ
x
( x
µ + 1
)) , x > 0, (28.2)
where Φ(x) is the standard normal distribution function.
