family of scaled inverse chi-squared distributions is linked to the inverse-chi-squared distribution and to the chi-squared distribution: If X ∼ ψ inv-...

and statistics, the inverse-chi-squared distribution (or inverted-chi-square distribution) is a continuous probability distribution of a positive-valued...

Chi distribution Scaled inverse chi-squared distribution Gamma distribution Generalized chi-squared distribution Noncentral chi-squared distribution Pearson's...

parametrize the inverse gamma distribution differently, as a scaled inverse chi-squared distribution. The inverse gamma distribution's probability density...

negative. Other inverse distributions include inverse-chi-squared distribution inverse-gamma distribution inverse-Wishart distribution inverse matrix gamma...

Gamma distribution, and it is used in goodness-of-fit tests in statistics. The inverse-chi-squared distribution The noncentral chi-squared distribution The...

and statistics, the generalized chi-squared distribution (or generalized chi-square distribution) is the distribution of a quadratic function of a multinormal...

\tau ^{2}~.} The scaled-inverse-chi-squared distribution is exactly the same distribution as the inverse gamma distribution, but with a different parameterization...

conjugate prior of the variance has an inverse gamma distribution or a scaled inverse chi-squared distribution. The two are equivalent except for having...

characteristics related to the chi-squared distribution. Let random variable Y be defined as Y = X2 where X has normal distribution with mean 0 and variance...

t-distribution was defined in terms of a scaled-inverse-chi-squared distribution placed on the variance. However, it is more common to use an inverse gamma...

{\text{?}},{\text{?}},{\text{?}},{\text{?}})\,} normal-inverse chi-squared distribution G H ( ? , ? , ? , ? , ? ) {\displaystyle \mathrm {GH} ({\text{...

{\displaystyle X\,\sim \,\operatorname {Scale-inv-\chi ^{2}} (1,c)} (scaled-inverse-chi-squared distribution). If X ∼ Levy ⁡ ( μ , c ) {\displaystyle X\sim...

inequality Chernoff face Chernoff's distribution Chernoff's inequality Chi distribution Chi-squared distribution Chi-squared test Chinese restaurant process...

distribution (type III) Gamma distribution (type III) F-distribution (type VI) Inverse-chi-squared distribution (type V) Inverse-gamma distribution (type...

p ) {\displaystyle \chi _{k}^{2}(p)} is the quantile function for probability p {\displaystyle p} of the chi-squared distribution with k {\displaystyle...

distribution, Erlang distribution, and chi-squared distribution are special cases of the gamma distribution. There are two equivalent parameterizations...

theory, the inverse Gaussian distribution (also known as the Wald distribution) is a two-parameter family of continuous probability distributions with support...

chi-squared test) Student's t distribution, the distribution of the ratio of a standard normal variable and the square root of a scaled chi squared variable;...

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures...

T-squared distribution (T2), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the F-distribution and...

^{2}}{\nu }},} where the chi-squared is a weighted sum of squared deviations: χ 2 = ∑ i ( O i − C i ) 2 σ i 2 {\displaystyle \chi ^{2}=\sum _{i}{\frac...

gamma distribution, inverse-chi-squared distribution, the inverse-gamma distribution and the scaled inverse chi-squared distribution. The following values...

In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite...

calculation gives a scaled inverse chi-squared distribution with n − 1 degrees of freedom for the posterior probability distribution of σ2. The expected loss...

approximation to the theoretical chi-squared distribution for the G-test is better than for the Pearson's chi-squared test. In cases where   O i > 2 ⋅...

2(m-p+1)}.} Chi-squared distribution Dirichlet distribution F-distribution Gamma distribution Hotelling's T-squared distribution Student's t-distribution Wishart...

Rayleigh distribution is a continuous probability distribution for nonnegative-valued random variables. Up to rescaling, it coincides with the chi distribution...

Wishart distribution. Chi-squared distribution Complex Wishart distribution F-distribution Gamma distribution Hotelling's T-squared distribution Inverse-Wishart...

by an independent chi-distributed random variable, while the F-distribution originates from the ratio of two independent chi-squared distributed random...