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

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[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)

[edit] naming conventions

I think it should be τ instead of σ since σ is usually used for standard deviations but here it is used as precision, which is usually labeled τ. 129.26.160.2 11:39, 14 September 2007 (UTC)

[edit] Related Distributions Typo?

Maybe I'm missing something obvious but shouldn't it be

If X \sim \mbox{Inv-Gamma}(k, \theta)\, , then 1/X \sim \mbox{Gamma}(k, \theta) \, , is a Gamma distribution.

Thenegus 13:15, 28 September 2007 (UTC)Thenegus

[edit] The article needs some cleaning

The article is not really a good one and does not quite give the inverse-gamma the credit it's due. The formula for the density was wrong; the correct version is proportional to (1/x)^{\alpha + 1}\exp(-\beta/x). The `moment-generating function' is a bit odd to include, as it does not exist for any positive t (only for negative t, and zero); it's better to erase it and to include the Laplace transform. Also, it is mildly dangerous to give a formula in terms of a certain `K_\alpha' function without any further pointer to what this function actually is. Slavatrudu (talk) 18:19, 24 April 2008 (UTC)