the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of...
11 KB (1,633 words) - 15:49, 11 October 2024
normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions....
12 KB (2,039 words) - 15:49, 7 January 2024
the gamma distribution is a versatile two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and...
65 KB (9,018 words) - 16:07, 20 November 2024
^{2}(\nu )} . This family of scaled inverse chi-squared distributions is a reparametrization of the inverse-gamma distribution. Specifically, if X ∼ ψ inv- χ...
12 KB (2,162 words) - 22:09, 12 October 2024
{\displaystyle \Gamma } is the gamma function. The inverse chi-squared distribution is a special case of the inverse-gamma distribution. with shape parameter...
5 KB (394 words) - 21:42, 12 October 2024
normal-inverse-gamma distribution, which is the product of the two distributions just defined, with conjugate priors used (an inverse gamma distribution over...
152 KB (22,803 words) - 09:48, 21 November 2024
theory and statistics, an inverse distribution is the distribution of the reciprocal of a random variable. Inverse distributions arise in particular in the...
12 KB (1,718 words) - 23:11, 20 November 2024
\tau ^{2}~.} The scaled-inverse-chi-squared distribution is exactly the same distribution as the inverse gamma distribution, but with a different parameterization...
55 KB (6,339 words) - 04:56, 14 November 2024
In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite...
20 KB (3,484 words) - 03:35, 11 October 2024
special case of the inverse-gamma distribution. It is a stable distribution. The probability density function of the Lévy distribution over the domain x...
10 KB (1,371 words) - 22:22, 14 April 2024
In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more...
3 KB (152 words) - 20:36, 15 April 2024
has an inverse-gamma distribution with shape and scale parameters n − 1 and nα, respectively. Vilfredo Pareto originally used this distribution to describe...
47 KB (6,031 words) - 09:35, 23 September 2024
systems The inverse-gamma distribution The generalized gamma distribution The generalized Pareto distribution The Gamma/Gompertz distribution The Gompertz...
22 KB (2,609 words) - 12:49, 10 February 2024
derived from the mean and variance of the inverse-gamma distribution, Inv-Gamma ( n , λ ) {\textstyle {\mbox{Inv-Gamma}}(n,\lambda )} . The Fisher information...
42 KB (6,613 words) - 10:57, 21 November 2024
probability theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family...
8 KB (1,076 words) - 11:24, 13 November 2023
type V distribution (originally just the normal distribution, but now the inverse-gamma distribution) and introduced the type VI distribution. Together...
24 KB (4,288 words) - 05:23, 24 October 2024
the normal-gamma distribution (or Gaussian-gamma distribution) is a bivariate four-parameter family of continuous probability distributions. It is the...
13 KB (2,635 words) - 10:52, 15 November 2024
statistics, the generalized inverse Gaussian distribution (GIG) is a three-parameter family of continuous probability distributions with probability density...
10 KB (1,357 words) - 13:48, 2 November 2024
{\displaystyle f(x;x_{0},\gamma )} is the distribution of the x-intercept of a ray issuing from ( x 0 , γ ) {\displaystyle (x_{0},\gamma )} with a uniformly...
46 KB (6,913 words) - 10:58, 19 November 2024
generalized gamma distribution is a continuous probability distribution with two shape parameters (and a scale parameter). It is a generalization of the gamma distribution...
8 KB (1,208 words) - 16:43, 7 November 2024
In statistics, the Wishart distribution is a generalization of the gamma distribution to multiple dimensions. It is named in honor of John Wishart, who...
27 KB (4,206 words) - 04:50, 21 November 2024
gamma–Poisson (mixture) distribution. The negative binomial distribution was originally derived as a limiting case of the gamma-Poisson distribution....
55 KB (8,343 words) - 13:53, 29 October 2024
t-distribution, the Laplace distribution, the hyperbolic distribution, the normal-inverse Gaussian distribution and the variance-gamma distribution. G...
7 KB (658 words) - 20:34, 9 June 2024
filter Inverse distance weighting Inverse distribution Inverse Gaussian distribution Inverse matrix gamma distribution Inverse Mills ratio Inverse probability...
87 KB (8,285 words) - 04:29, 7 October 2024
x ) {\textstyle L_{\frac {1}{2}}(x)} is the Lévy distribution which is an inverse gamma distribution. Thus N 1 2 ( ν ; ν 0 , θ ) {\displaystyle {\mathfrak...
46 KB (6,795 words) - 08:00, 29 August 2024
The normal-inverse Gaussian distribution (NIG, also known as the normal-Wald distribution) is a continuous probability distribution that is defined as...
7 KB (905 words) - 19:43, 16 July 2023
the mean, and a vague prior probability (such as an exponential or gamma distribution) over the positive reals for the sample size, if they are independent...
244 KB (40,655 words) - 08:34, 14 November 2024
{\displaystyle \gamma _{2}={\frac {-6\Gamma _{1}^{4}+12\Gamma _{1}^{2}\Gamma _{2}-3\Gamma _{2}^{2}-4\Gamma _{1}\Gamma _{3}+\Gamma _{4}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{2}}}}...
39 KB (5,819 words) - 19:20, 17 November 2024
Tweedie distributions are a family of probability distributions which include the purely continuous normal, gamma and inverse Gaussian distributions, the...
49 KB (6,676 words) - 21:11, 9 October 2024
the inverse-gamma distribution article, this is the density of an Inv-Gamma ( a 0 , b 0 ) {\displaystyle {\text{Inv-Gamma}}(a_{0},b_{0})} distribution with...
18 KB (3,171 words) - 03:16, 9 August 2024