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Inverse Gamma

If X comes from a gamma distribution with parameters a and b then X has the following density;

equation1362

Consider a random variable Y which is tex2html_wrap_inline3357 . Then the Jacobian is tex2html_wrap_inline3359 , so the distribution for Y is

eqnarray1372

and this distribution is termed Inverse Gamma.



Cathal Walsh
Sat Jan 22 17:09:53 GMT 2000