What is the standard deviation and mean of the reciprocal of normal distribution in terms of the standard deviation and mean of the normal distribution?
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2Despite the name, the inverse gaussian distribution is not created by taking the reciprocal of a normal distribution. The Wikipedia page explains this in the introduction: "The name can be misleading: it is an "inverse" only in that, while the Gaussian describes a Brownian motion's level at a fixed time, the inverse Gaussian describes the distribution of the time a Brownian motion with positive drift takes to reach a fixed positive level." See here – COOLSerdash Oct 12 '19 at 14:58
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Duplicate https://stats.stackexchange.com/questions/70045/mean-and-variance-of-inverse-of-a-normal-rv (one of many) – Glen_b Oct 13 '19 at 00:44
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1The reciprocal of a normal distribution does not have a mean value and thus it also does not have a variance. See this page on the Mathematics Stack Exchange site and this Wikipedia page. – EdM Oct 12 '19 at 17:18