InverseGammaDistribution

InverseGammaDistribution[α,β]
represents an inverse gamma distribution with shape parameter α and scale parameter β.

InverseGammaDistribution[α,β,γ,μ]
represents a generalized inverse gamma distribution with shape parameters α and γ, scale parameter β, and location parameter μ.

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (8)Basic Examples  (8)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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Median:

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Probability density function for the generalized inverse gamma distribution:

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Cumulative distribution function for the generalized inverse gamma distribution:

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Mean and variance of the generalized inverse gamma distribution:

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Median:

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Introduced in 2008
(7.0)
| Updated in 2010
(8.0)