(Reference Request) What is this Distribution's name?

41 Views Asked by At

Let $p(x)\triangleq \frac{\lambda}{\sqrt{4\pi kx^3}}\exp\left(-\frac{\lambda^2}{4kx}\right)$ supported on $(0,\infty)$, for some $\lambda,k>0$.

1

There are 1 best solutions below

2
On BEST ANSWER

This is nothing but the density of $\frac c {X^{2}}$ where $X$ has standard normal distribution and $ c=\frac {\lambda^{2}} {2k}$. As far as I know there is no name for this.