Statistics 简明教程

Statistics - Inverse Gamma Distribution

逆伽马分布是伽马概率密度函数的倒数,具有正形状参数 $ {\alpha, \beta} $ 和位置参数 ${ \mu } $。$ {\alpha} $ 控制高度。$ {\alpha} $ 越大,概率密度函数 (PDF) 越高。$ {\beta} $ 控制速度。它由以下公式定义。

Inverse Gamma Distribution is a reciprocal of gamma probability density function with positive shape parameters $ {\alpha, \beta } $ and location parameter $ { \mu } $. $ {\alpha } $ controls the height. Higher the $ {\alpha } $, taller is the probability density function (PDF). $ {\beta } $ controls the speed. It is defined by following formula.

Formula

其中——

Where −

  1. ${\alpha}$ = positive shape parameter.

  2. ${\beta}$ = positive shape parameter.

  3. ${x}$ = random variable.

下图显示了不同参数组合下的概率密度函数。

Following diagram shows the probability density function with different parameter combinations.

inverse gamma distribution