Inverse chi-squared distribution
GPTKB entity
Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Probability distribution
|
| gptkbp:conjugatePriorFor |
Normal distribution variance
|
| gptkbp:cumulativeDistributionFunction |
F(x; ν) = Γ(ν/2, 1/(2x))/Γ(ν/2)
|
| gptkbp:hasSpecialCase |
gptkb:Inverse_gamma_distribution
|
| https://www.w3.org/2000/01/rdf-schema#label |
Inverse chi-squared distribution
|
| gptkbp:introduced |
Statistical literature
|
| gptkbp:meaning |
undefined for degrees of freedom ≤ 2
|
| gptkbp:mode |
1/(ν+2)
|
| gptkbp:notation |
Inv-χ²(ν)
|
| gptkbp:parameter |
Degrees of freedom
|
| gptkbp:pdf |
f(x; ν) = (2^{−ν/2}/Γ(ν/2)) x^{−(ν/2)−1} exp(−1/(2x))
|
| gptkbp:relatedTo |
gptkb:Chi-squared_distribution
|
| gptkbp:supports |
x > 0
|
| gptkbp:usedFor |
Variance estimation
|
| gptkbp:usedIn |
Bayesian statistics
|
| gptkbp:variant |
undefined for degrees of freedom ≤ 4
|
| gptkbp:bfsParent |
gptkb:Inverse_gamma_distribution
|
| gptkbp:bfsLayer |
7
|