The Generalised t distribution

Density, distribution function, quantile function and random generation for the inverse chi distribution with parameters a and b

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`x` |
vector of quantities |

`p` |
vector of probabilities |

`n` |
number of observations |

`a` |
first parameter. Must be strictly positive. |

`b` |
second parameter. Must be strictly positive. |

If X~Inv-Chi(a,b) then it has density f(x)=2b^ax^(-2*a-1)e^(-b/x^2)/Gamma(a). Also 1/X^2~Gamma(a,b).

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