diff --git a/statistics/matlab/invg_loglikelihood.m b/statistics/matlab/invg_loglikelihood.m
new file mode 100644
index 0000000..5460ea4
--- /dev/null
+++ b/statistics/matlab/invg_loglikelihood.m
@@ -0,0 +1,4 @@
+function ll = invg_loglikelihood(x, p)
+    mu = p(1);
+    lambda = p(2);
+    ll = mean(.5*(log(lambda) - log(2*pi) - 3*log(x)) - lambda*(x-mu).^2./(2*mu^2*x));
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