aesara.tensor.random.wald

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aesara.tensor.random.wald#

aesara.tensor.random.wald = <aesara.tensor.random.basic.WaldRV object>[source]#

A Wald (or inverse Gaussian) continuous random variable.

The probability density function for wald in terms of its mean parameter \mu and shape parameter \lambda is:

f(x; \mu, \lambda) = \sqrt{\frac{\lambda}{2 \pi x^3}} \exp\left(-\frac{\lambda (x-\mu)^2}{2 \mu^2 x}\right)

for x > 0, where \mu > 0 and \lambda > 0.