Talk:Inverse-gamma distribution

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I changed the mfg to "Does not exist" because it doesn't exist. Richard Finlay

Basmandude 16:05, 27 July 2006 (UTC) What the heck is going on with thi page? Gone all funky...

User:Helenuh 10:05 27 Nov 2006 The relation between X and Y in the relation between inverse-gamma and inverse-chisquare is unclear. I think it should be Y=X

[edit] CDF figure incorrect?

The gnuplot source for the CDF figure is given as:

pinvgamma(x,a,b) = 1 - igamma(a, b*1.0/x)

but it seems to me that the CDF should actually be:

pinvgamma(x,a,b) = 1 - igamma(a, b*1.0/x) / gamma(a)

if igamma is the lower incomplete gamma function, since we have:

\frac{\Gamma(\alpha,x)}{\Gamma(a)} = 1 - \frac{\gamma(\alpha,x)}{\Gamma(a)}

from Incomplete gamma function. Ged.R 12:03, 8 March 2007 (UTC)

[edit] Scaled inverse gamma distribution

Shouldn't there be a reference to the scaled inverse gamma distribution? I am not a statistitian so I do not feel comfortable explaining the differences. The difference is just a transformation or a substitution? Thanks. --Kupirijo 16:30, 31 March 2007 (UTC)