The scaled inverse chi-squared distribution ψ inv- χ 2 ( ν ) {\displaystyle \psi \,{\mbox{inv-}}\chi ^{2}(\nu )} , where ψ {\displaystyle \psi } is the...
12 KB (2,163 words) - 18:40, 9 March 2025
and statistics, the inverse-chi-squared distribution (or inverted-chi-square distribution) is a continuous probability distribution of a positive-valued...
5 KB (394 words) - 21:42, 12 October 2024
parametrize the inverse gamma distribution differently, as a scaled inverse chi-squared distribution. The inverse gamma distribution's probability density...
11 KB (1,632 words) - 09:32, 12 June 2025
Chi distribution Scaled inverse chi-squared distribution Gamma distribution Generalized chi-squared distribution Noncentral chi-squared distribution Pearson's...
45 KB (6,817 words) - 13:22, 30 July 2025
conjugate prior of the variance has an inverse gamma distribution or a scaled inverse chi-squared distribution. The two are equivalent except for having...
149 KB (21,749 words) - 21:46, 22 July 2025
Gamma distribution, and it is used in goodness-of-fit tests in statistics. The inverse-chi-squared distribution The noncentral chi-squared distribution The...
22 KB (2,620 words) - 07:59, 2 May 2025
{\displaystyle \ \tau ^{2}~.} The scaled-inverse-chi-squared distribution is exactly the same distribution as the inverse gamma distribution, but with a different...
55 KB (6,423 words) - 01:28, 22 July 2025
and statistics, the generalized chi-squared distribution (or generalized chi-square distribution) is the distribution of a quadratic function of a multinormal...
17 KB (2,232 words) - 12:26, 3 July 2025
{\displaystyle X\,\sim \,\operatorname {Scale-inv-\chi ^{2}} (1,c)} (scaled-inverse-chi-squared distribution). If X ∼ Levy ( μ , c ) {\displaystyle...
10 KB (1,371 words) - 22:22, 14 April 2024
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...
16 KB (2,510 words) - 17:47, 24 February 2024
Sazonov's theorem Saturated array Scale analysis (statistics) Scale parameter Scaled-inverse-chi-squared distribution Scaling pattern of occupancy Scatter...
87 KB (8,280 words) - 18:37, 30 July 2025
distribution, Erlang distribution, and chi-squared distribution are special cases of the gamma distribution. There are two equivalent parameterizations...
66 KB (9,100 words) - 06:11, 7 July 2025
In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite...
20 KB (3,492 words) - 15:44, 5 June 2025
In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures...
24 KB (3,861 words) - 12:45, 11 May 2025
negative. Other inverse distributions include inverse-chi-squared distribution inverse-gamma distribution inverse-Wishart distribution inverse matrix gamma...
12 KB (1,718 words) - 22:17, 18 March 2025
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;...
48 KB (6,688 words) - 17:43, 6 May 2025
p ) {\displaystyle \chi _{k}^{2}(p)} is the quantile function for probability p {\displaystyle p} of the chi-squared distribution with k {\displaystyle...
65 KB (9,607 words) - 21:52, 1 August 2025
\operatorname {K} (\alpha ,\beta )} (K-distribution) If also λ = 1/2 then X ∼ χ2 2; i.e., X has a chi-squared distribution with 2 degrees of freedom. Hence:...
47 KB (7,092 words) - 03:21, 28 July 2025
theory, the inverse Gaussian distribution (also known as the Wald distribution) is a two-parameter family of continuous probability distributions with support...
28 KB (3,168 words) - 15:15, 25 May 2025
T-squared distribution (T2), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the F-distribution and...
18 KB (1,980 words) - 21:40, 18 September 2024
calculation gives a scaled inverse chi-squared distribution with n − 1 degrees of freedom for the posterior probability distribution of σ2. The expected...
34 KB (5,367 words) - 15:44, 15 April 2025
by an independent chi-distributed random variable, while the F-distribution originates from the ratio of two independent chi-squared distributed random...
53 KB (10,469 words) - 22:47, 25 June 2025
{\sigma {\sqrt {2}}}{\sqrt {\pi }}}} . Alternatively using a scaled precision (inverse of the variance) parametrization (to avoid issues if σ {\displaystyle...
9 KB (1,160 words) - 20:05, 22 July 2025
{\displaystyle 2}{b}}\sum _{i=1}^{n}|X_{i}-\mu |\sim \chi ^{2}(2n)} (chi-squared distribution). If X , Y ∼ Laplace ( μ , b ) {\displaystyle X,Y\sim {\textrm...
22 KB (3,135 words) - 04:08, 31 July 2025
be described as a scaled inverse chi-squared distribution, Scale-inv- χ 2 ( v 0 , s 0 2 ) . {\displaystyle {\text{Scale-inv-}}\chi ^{2}(v_{0},s_{0}^{2})...
18 KB (3,233 words) - 10:15, 10 April 2025
G-test (section Relation to the chi-squared test)
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 ⋅...
16 KB (2,518 words) - 18:57, 16 July 2025
Rayleigh distribution is a continuous probability distribution for nonnegative-valued random variables. Up to rescaling, it coincides with the chi distribution...
16 KB (2,251 words) - 04:19, 13 February 2025
it is apparent from the fact that for the chi-squared distribution the excess kurtosis is 12/k and the square of the skewness is 8/k, hence (excess kurtosis...
245 KB (40,559 words) - 20:35, 30 June 2025
..122..879K. doi:10.1039/a700902j. Palmer, David M. (2009). "A Fast Chi-squared Technique For Period Search of Irregularly Sampled Data". The Astrophysical...
28 KB (3,354 words) - 00:20, 17 June 2025
Generalized linear model (section Probit link function as popular choice of inverse cumulative distribution function)
regression models (or logit models). Alternatively, the inverse of any continuous cumulative distribution function (CDF) can be used for the link since the...
31 KB (4,202 words) - 04:22, 20 April 2025