The Inverse Gamma Distribution

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Description

Density function and random generation from the inverse gamma distribution.

Usage

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rinvgamma(n, shape, scale = 1)
dinvgamma(x, shape, scale = 1)

Arguments

x

Scalar location to evaluate density.

n

Number of draws from the distribution.

shape

Scalar shape parameter.

scale

Scalar scale parameter (default value one).

Details

An inverse gamma random variable with shape a and scale b has mean b/(a-1) (assuming a>1) and variance (b^2)/((a-1)^2 (a-2)) (assuming a>2).

Value

dinvgamma evaluates the density at x. rinvgamma takes n draws from the inverse Gamma distribution. The parameterization is consistent with the Gamma Distribution in the stats package.

Author(s)

Andrew D. Martin <admartin@wustl.edu>, Kevin M. Quinn <kquinn@law.berkeley.edu>, and Jong Hee Park <jhp@uchicago.edu>

References

Andrew Gelman, John B. Carlin, Hal S. Stern, and Donald B. Rubin. 2004. Bayesian Data Analysis. 2nd Edition. Boca Raton: Chapman & Hall.

See Also

GammaDist

Examples

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## Not run: 
density <- dinvgamma(4.2, 1.1)
draws <- rinvgamma(10, 3.2)

## End(Not run)