Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:organization
|
| gptkbp:category |
continuous probability distribution
|
| gptkbp:conjugatePriorFor |
variance of normal distribution
|
| gptkbp:cumulativeDistributionFunction |
Γ(α, β/x) / Γ(α)
|
| gptkbp:definedIn |
two parameters: α (shape), β (scale)
|
| https://www.w3.org/2000/01/rdf-schema#label |
inverse gamma distribution
|
| gptkbp:meaning |
β / (α - 1), for α > 1
|
| gptkbp:mode |
β / (α + 1)
|
| gptkbp:notation |
Inv-Gamma(α, β)
|
| gptkbp:origin |
derived from gamma distribution by taking reciprocal
|
| gptkbp:parameter |
scale parameter
shape parameter |
| gptkbp:pdf |
f(x; α, β) = (β^α / Γ(α)) x^(-α-1) exp(-β/x)
|
| gptkbp:relatedTo |
gptkb:gamma_distribution
|
| gptkbp:supports |
x > 0
|
| gptkbp:usedIn |
gptkb:machine_learning
gptkb:signal_processing Bayesian statistics econometrics hierarchical Bayesian models |
| gptkbp:variant |
β^2 / [(α - 1)^2 (α - 2)], for α > 2
|
| gptkbp:bfsParent |
gptkb:Lévy_distribution
|
| gptkbp:bfsLayer |
6
|