Inverse Gamma Distribution
The inverse gamma distribution is the distribution of the inverse of a variable that has the gamma distribution It is used in Bayesian statistics.
The inverse gamma distribution has a scale parameter and a shape parameter often called the order. These parameters are usually denoted by the Greek letters θ and α.
The probability density function is:
$$f(x) = \frac{\beta^\alpha}{\Gamma(\alpha)}x^{-\alpha-1}e^{-\beta/x}$$The inverse gamma distribution is implemented by the InverseGammaDistribution class. It has just one constructor with two arguments. The first argument is the shape parameter. The second argument is the scale parameter.
The following constructs an inverse gamma distribution of order 4.2 and scale parameter 1:
var invGamma = new InverseGammaDistribution(4.2, 1.0);The InverseGammaDistribution class has two specific properties, ShapeParameter and ScaleParameter, which return the shape and scale parameters of the distribution.
For details of the properties and methods common to all continuous distribution classes, see the topic on continuous distributions.