Inverse Gaussian distribution


I am new to the UQLab/UQWorld interface and have found it to be an outstanding tool, significantly reducing the time I would otherwise spend developing and writing code from scratch.

My research focuses on reliability analysis in geotechnical engineering, and I require a sampling technique that generates random variables following an inverse Gaussian distribution. However, I could not locate this distribution within the UQLab package. Given my limited experience with the tool, I might have overlooked it or been unable to find it.

To address this need, I developed the inverse Gaussian distribution based on the patterns used for other input distributions in the default files within UQLab. If the inverse Gaussian distribution is indeed unavailable in the current version of UQLab, I would be happy to share my implementation with anyone who needs it.

Thank you!

Dear Abdul

Thanks for your interest in UQLab.

You can indeed add you own distributions, following the procedure described in the UQLab user manual: The Input Module, Section 2.7.

You need to code 3 files for the PDF, CDF and inverse CDF, with a certain naming. That’s all.
If you happen to code an inverse Gaussian distribution, you may want to sahre the code on UQWorld afterwards

Best regards

Thanks for sharing the procedure from the UQLab user manual, Prof. Sudret. This is such a valuable tool!

However, I had followed a procedure based on intuition from the marginal distribution modules available in the setup. I am sharing the same here for the community’s benefit.

How I’ve done it is as follows:

Please find the attachment. (4.1 KB)
Unzip it.

Then follow these steps:
Go to UQ_lab’s intalled setup → modules → uq_input → builtin → uq_default_input → marginals → [Paste the unzipped folder here]

You can now access the input marginals as per the usual method, i.e.,

Input.Marginals.Type = 'inversegaussian';

If there is something which is not correct or can be improved or you find a bug please feel free to let me know. Thanks.

Best regards,

Please use the following attachment instead of the one shared above: (6.6 KB)

The PtoM and MtoP functions have been corrected.