the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of...

normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions....

the gamma distribution is a versatile two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and...

^{2}(\nu )} . This family of scaled inverse chi-squared distributions is a reparametrization of the inverse-gamma distribution. Specifically, if X ∼ ψ inv- χ...

In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite...

theory and statistics, an inverse distribution is the distribution of the reciprocal of a random variable. Inverse distributions arise in particular in the...

{\displaystyle \Gamma } is the gamma function. The inverse chi-squared distribution is a special case of the inverse-gamma distribution. with shape parameter...

\tau ^{2}~.} The scaled-inverse-chi-squared distribution is exactly the same distribution as the inverse gamma distribution, but with a different parameterization...

normal-inverse-gamma distribution, which is the product of the two distributions just defined, with conjugate priors used (an inverse gamma distribution over...

In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more...