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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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    $\begingroup$ Despite 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 $\endgroup$
    – COOLSerdash
    Commented Oct 12, 2019 at 14:58
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    $\begingroup$ The 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. $\endgroup$
    – EdM
    Commented Oct 12, 2019 at 17:18
  • $\begingroup$ Duplicate stats.stackexchange.com/questions/70045/… (one of many) $\endgroup$
    – Glen_b
    Commented Oct 13, 2019 at 0:44

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