probability theory and statistics, the normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate...

the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of...

statistics, the normal-gamma distribution (or Gaussian-gamma distribution) is a bivariate four-parameter family of continuous probability distributions. It is...

probability theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family...

the gamma distribution is a versatile two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and...

matrix of a multivariate normal distribution. We say X {\displaystyle \mathbf {X} } follows an inverse Wishart distribution, denoted as X ∼ W − 1 ( Ψ...

The normal-inverse Gaussian distribution (NIG, also known as the normal-Wald distribution) is a continuous probability distribution that is defined as...

the normal-inverse-gamma distribution, which is the product of the two distributions just defined, with conjugate priors used (an inverse gamma distribution...

standard normal random variables. The chi-squared distribution χ k 2 {\displaystyle \chi _{k}^{2}} is a special case of the gamma distribution and the...

theory and statistics, an inverse distribution is the distribution of the reciprocal of a random variable. Inverse distributions arise in particular in the...

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

given set of data. Another example is the half-normal distribution. The generalized gamma distribution has two shape parameters, d > 0 {\displaystyle...

In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more...

approximately normal. The normal-exponential-gamma distribution The normal-inverse Gaussian distribution The Pearson Type IV distribution (see Pearson...

special case of the inverse-gamma distribution. It is a stable distribution. The probability density function of the Lévy distribution over the domain x...

{\displaystyle f(x;x_{0},\gamma )} is the distribution of the x-intercept of a ray issuing from ( x 0 , γ ) {\displaystyle (x_{0},\gamma )} with a uniformly...

{\displaystyle \Gamma } is the gamma function. The inverse chi-squared distribution is a special case of the inverse-gamma distribution. with shape parameter...

cumulative distribution function or c.d.f.) or inverse distribution function. With reference to a continuous and strictly increasing cumulative distribution function...

t-distribution, the Laplace distribution, the hyperbolic distribution, the normal-inverse Gaussian distribution and the variance-gamma distribution. G...

normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution...

the mean, and a vague prior probability (such as an exponential or gamma distribution) over the positive reals for the sample size, if they are independent...

variance parameter of a normal distribution. The same prior in alternative parametrization is given by the inverse-gamma distribution. The probability density...

matrix; conjugate to the inverse of the covariance matrix of a multivariate normal distribution; generalization of the gamma distribution The cache language...

{\displaystyle \Gamma (\alpha +p)/\Gamma (\alpha )} . Z = Y − 1 {\displaystyle Z=Y^{-1}} is sampled from an inverse Gamma distribution with parameter β...

gamma–Poisson (mixture) distribution. The negative binomial distribution was originally derived as a limiting case of the gamma-Poisson distribution....

distribution. β is rate or inverse scale. In parameterization of gamma distribution,θ = 1/β and k = α. This is the posterior predictive distribution of...

exponential distribution as one of its members, but also includes many other distributions, like the normal, binomial, gamma, and Poisson distributions. The...

has an inverse-gamma distribution with shape and scale parameters n − 1 and nα, respectively. Vilfredo Pareto originally used this distribution to describe...

Tweedie distributions are a family of probability distributions which include the purely continuous normal, gamma and inverse Gaussian distributions, the...

generalized normal distribution (GND) or generalized Gaussian distribution (GGD) is either of two families of parametric continuous probability distributions on...