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文库下载 免费文档下载 http://www.wenkuxiazai.com/ 本文档下载自文库下载网,内容可能不完整,您可以点击以下网址继续阅读或下载: http://www.wenkuxiazai.com/doc/e495348bcc22bcd126ff0c86.html inverse Gamma distribution Inverse-gamma distribution Inverse-gamma Probability density function Cumulative distribution function parameters: support: pdf: cdf: mean: mode: variance: skewness: 文库下载 免费文档下载 http://www.wenkuxiazai.com/ ex.kurtosis: entropy: mgf: cf: shape (real)scale (real)for for for for In probability theory and statistics, the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of the reciprocal of a variable distributed according to the gamma distribution. Perhaps the chief use of the inverse gamma distribution is in Bayesian statistics, where it serves as the conjugate prior of the variance of a normal distribution. However, it is common among Bayesians to consider an alternative parametrization of the normal distribution in terms of the precision,defined as the reciprocal of http://www.wenkuxiazai.com/doc/e495348bcc22bcd126ff0c86.htmlwhich the variance, allows the gamma distribution to be used directly as a conjugateprior.Characterization Probability density function The inverse gamma distribution's probability density function is defined over the support with shape parameter and scale parameter . Cumulative distribution function The cumulative distribution function is the regularized gamma function 文库下载 免费文档下载 http://www.wenkuxiazai.com/ where the numerator is the upper incomplete gamma function and the denominator is the gamma function. Manymath packages allow you to compute Q, the regularized gamma function, directly. Properties It is possible to show that for and where is the digamma function. Related distributions ?If ?If ?If ?If then then then (Gamma distribution) then (inverse-chi-squared (Lévy distribution)(scaled-inverse-chi-squared distribution)?If distributhttp://www.wenkuxiazai.com/doc/e495348bcc22bcd126ff0c86.htmlion) then ?Inverse gamma distribution is a special case of type 5 Pearson distribution ?A multivariate generalization of the inverse-gamma distribution is the 文库下载 免费文档下载 http://www.wenkuxiazai.com/ inverse-Wishart distribution. Derivation from Gamma distribution The pdf of the gamma distribution is and define the transformation then the resulting transformation is Replacing with ; with ; and with results in the inverse-gamma pdf shown above Article Sources and Contributors Inverse-gamma distribution Source: http://en.wikipedia.org/w/index.php?oldid=456392677 Contributors: Benwing, Biostatprof, Btyner, Cburnett, Cquike, Dstivers, Fnielsen, Giftlite,Iwaterpolo, Josevellezcaldas, Kastchei, M27315, MarkSweep, Melcombe, MisterSheik, PAR, Qwfp, [email protected], Rlendog, Rphlypo, Sheppa28, Slavatrudu, Tomi, User A1, 28anonymous edits Image Sources, Licenses and Contributhttp://www.wenkuxiazai.com/doc/e495348bcc22bcd126ff0c86.htmlors Image:Inverse gamma pdf.png http://en.wikipedia.org/w/index.php?title=File:Inverse_gamma_pdf.png GNU General Public License cdf.png Source: License: Contributors: Alejo2083, CburnettImage:Inverse gamma Source: 文库下载 免费文档下载 http://www.wenkuxiazai.com/ http://en.wikipedia.org/w/index.php?title=File:Inverse_gamma_cdf.png GNU General Public License License: Contributors: Alejo2083, CburnettLicense Creative Commons Attribution-Share Alike 3.0 Unported //creativecommons.org/licenses/by-sa/3.0/ 文库下载网是专业的免费文档搜索与下载网站,提供行业资料,考试资料,教 学课件,学术论文,技术资料,研究报告,工作范文,资格考试,word 文档, 专业文献,应用文书,行业论文等文档搜索与文档下载,是您文档写作和查找 参考资料的必备网站。 文库下载 http://www.wenkuxiazai.com/ 上亿文档资料,等你来发现