Imported Upstream version 1.72.0
[platform/upstream/boost.git] / libs / math / doc / html / math_toolkit / dist_ref / dists / inverse_chi_squared_dist.html
1 <html>
2 <head>
3 <meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
4 <title>Inverse Chi Squared Distribution</title>
5 <link rel="stylesheet" href="../../../math.css" type="text/css">
6 <meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
7 <link rel="home" href="../../../index.html" title="Math Toolkit 2.11.0">
8 <link rel="up" href="../dists.html" title="Distributions">
9 <link rel="prev" href="hypergeometric_dist.html" title="Hypergeometric Distribution">
10 <link rel="next" href="inverse_gamma_dist.html" title="Inverse Gamma Distribution">
11 </head>
12 <body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
13 <table cellpadding="2" width="100%"><tr>
14 <td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../../../boost.png"></td>
15 <td align="center"><a href="../../../../../../../index.html">Home</a></td>
16 <td align="center"><a href="../../../../../../../libs/libraries.htm">Libraries</a></td>
17 <td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
18 <td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
19 <td align="center"><a href="../../../../../../../more/index.htm">More</a></td>
20 </tr></table>
21 <hr>
22 <div class="spirit-nav">
23 <a accesskey="p" href="hypergeometric_dist.html"><img src="../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../dists.html"><img src="../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="inverse_gamma_dist.html"><img src="../../../../../../../doc/src/images/next.png" alt="Next"></a>
24 </div>
25 <div class="section">
26 <div class="titlepage"><div><div><h4 class="title">
27 <a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist"></a><a class="link" href="inverse_chi_squared_dist.html" title="Inverse Chi Squared Distribution">Inverse
28         Chi Squared Distribution</a>
29 </h4></div></div></div>
30 <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">inverse_chi_squared</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span></pre>
31 <pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
32
33 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span> <span class="special">=</span> <span class="keyword">double</span><span class="special">,</span>
34           <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a>   <span class="special">=</span> <a class="link" href="../../pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy&lt;&gt;</a> <span class="special">&gt;</span>
35 <span class="keyword">class</span> <span class="identifier">inverse_chi_squared_distribution</span>
36 <span class="special">{</span>
37 <span class="keyword">public</span><span class="special">:</span>
38    <span class="keyword">typedef</span> <span class="identifier">RealType</span> <span class="identifier">value_type</span><span class="special">;</span>
39    <span class="keyword">typedef</span> <span class="identifier">Policy</span>   <span class="identifier">policy_type</span><span class="special">;</span>
40
41    <span class="identifier">inverse_chi_squared_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">df</span> <span class="special">=</span> <span class="number">1</span><span class="special">);</span> <span class="comment">// Not explicitly scaled, default 1/df.</span>
42    <span class="identifier">inverse_chi_squared_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">df</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">scale</span> <span class="special">=</span> <span class="number">1</span><span class="special">/</span><span class="identifier">df</span><span class="special">);</span>  <span class="comment">// Scaled.</span>
43
44    <span class="identifier">RealType</span> <span class="identifier">degrees_of_freedom</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span> <span class="comment">// Default 1.</span>
45    <span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span> <span class="comment">// Optional scale [xi] (variance), default 1/degrees_of_freedom.</span>
46 <span class="special">};</span>
47
48 <span class="special">}}</span> <span class="comment">// namespace boost // namespace math</span>
49 </pre>
50 <p>
51           The inverse chi squared distribution is a continuous probability distribution
52           of the <span class="bold"><strong>reciprocal</strong></span> of a variable distributed
53           according to the chi squared distribution.
54         </p>
55 <p>
56           The sources below give confusingly different formulae using different symbols
57           for the distribution pdf, but they are all the same, or related by a change
58           of variable, or choice of scale.
59         </p>
60 <p>
61           Two constructors are available to implement both the scaled and (implicitly)
62           unscaled versions.
63         </p>
64 <p>
65           The main version has an explicit scale parameter which implements the
66           <a href="http://en.wikipedia.org/wiki/Scaled-inverse-chi-square_distribution" target="_top">scaled
67           inverse chi_squared distribution</a>.
68         </p>
69 <p>
70           A second version has an implicit scale = 1/degrees of freedom and gives
71           the 1st definition in the <a href="http://en.wikipedia.org/wiki/Inverse-chi-square_distribution" target="_top">Wikipedia
72           inverse chi_squared distribution</a>. The 2nd Wikipedia inverse chi_squared
73           distribution definition can be implemented by explicitly specifying a scale
74           = 1.
75         </p>
76 <p>
77           Both definitions are also available in <a href="http://www.wolfram.com/products/mathematica/index.html" target="_top">Wolfram
78           Mathematica</a> and in <a href="http://www.r-project.org/" target="_top">The R
79           Project for Statistical Computing</a> (geoR) with default scale = 1/degrees
80           of freedom.
81         </p>
82 <p>
83           See
84         </p>
85 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
86 <li class="listitem">
87               Inverse chi_squared distribution <a href="http://en.wikipedia.org/wiki/Inverse-chi-square_distribution" target="_top">http://en.wikipedia.org/wiki/Inverse-chi-square_distribution</a>
88             </li>
89 <li class="listitem">
90               Scaled inverse chi_squared distribution<a href="http://en.wikipedia.org/wiki/Scaled-inverse-chi-square_distribution" target="_top">http://en.wikipedia.org/wiki/Scaled-inverse-chi-square_distribution</a>
91             </li>
92 <li class="listitem">
93               R inverse chi_squared distribution functions <a href="http://hosho.ees.hokudai.ac.jp/~kubo/Rdoc/library/geoR/html/InvChisquare.html" target="_top">R
94               </a>
95             </li>
96 <li class="listitem">
97               Inverse chi_squared distribution functions <a href="http://mathworld.wolfram.com/InverseChi-SquaredDistribution.html" target="_top">Weisstein,
98               Eric W. "Inverse Chi-Squared Distribution." From MathWorld--A
99               Wolfram Web Resource.</a>
100             </li>
101 <li class="listitem">
102               Inverse chi_squared distribution reference <a href="http://reference.wolfram.com/mathematica/ref/InverseChiSquareDistribution.html" target="_top">Weisstein,
103               Eric W. "Inverse Chi-Squared Distribution reference." From
104               Wolfram Mathematica.</a>
105             </li>
106 </ul></div>
107 <p>
108           The inverse_chi_squared distribution is used in <a href="http://en.wikipedia.org/wiki/Bayesian_statistics" target="_top">Bayesian
109           statistics</a>: the scaled inverse chi-square is conjugate prior for
110           the normal distribution with known mean, model parameter &#963;&#178; (variance).
111         </p>
112 <p>
113           See <a href="http://en.wikipedia.org/wiki/Conjugate_prior" target="_top">conjugate
114           priors including a table of distributions and their priors.</a>
115         </p>
116 <p>
117           See also <a class="link" href="inverse_gamma_dist.html" title="Inverse Gamma Distribution">Inverse
118           Gamma Distribution</a> and <a class="link" href="chi_squared_dist.html" title="Chi Squared Distribution">Chi
119           Squared Distribution</a>.
120         </p>
121 <p>
122           The inverse_chi_squared distribution is a special case of a inverse_gamma
123           distribution with &#957; (degrees_of_freedom) shape (&#945;) and scale (&#946;) where
124         </p>
125 <div class="blockquote"><blockquote class="blockquote"><p>
126             <span class="serif_italic">&#945;= &#957; /2 and &#946; = &#189;</span>
127           </p></blockquote></div>
128 <div class="note"><table border="0" summary="Note">
129 <tr>
130 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../../doc/src/images/note.png"></td>
131 <th align="left">Note</th>
132 </tr>
133 <tr><td align="left" valign="top">
134 <p>
135             This distribution <span class="bold"><strong>does</strong></span> provide the typedef:
136           </p>
137 <pre class="programlisting"><span class="keyword">typedef</span> <span class="identifier">inverse_chi_squared_distribution</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">inverse_chi_squared</span><span class="special">;</span></pre>
138 <p>
139             If you want a <code class="computeroutput"><span class="keyword">double</span></code> precision
140             inverse_chi_squared distribution you can use
141           </p>
142 <pre class="programlisting"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">inverse_chi_squared_distribution</span><span class="special">&lt;&gt;</span></pre>
143 <p>
144             or you can write <code class="computeroutput"><span class="identifier">inverse_chi_squared</span>
145             <span class="identifier">my_invchisqr</span><span class="special">(</span><span class="number">2</span><span class="special">,</span> <span class="number">3</span><span class="special">);</span></code>
146           </p>
147 </td></tr>
148 </table></div>
149 <p>
150           For degrees of freedom parameter &#957;, the (<span class="bold"><strong>unscaled</strong></span>)
151           inverse chi_squared distribution is defined by the probability density
152           function (PDF):
153         </p>
154 <div class="blockquote"><blockquote class="blockquote"><p>
155             <span class="serif_italic">f(x;&#957;) = 2<sup>-&#957;/2</sup> x<sup>-&#957;/2-1</sup> e<sup>-1/2x</sup> / &#915;(&#957;/2)</span>
156           </p></blockquote></div>
157 <p>
158           and Cumulative Density Function (CDF)
159         </p>
160 <div class="blockquote"><blockquote class="blockquote"><p>
161             <span class="serif_italic">F(x;&#957;) = &#915;(&#957;/2, 1/2x) / &#915;(&#957;/2)</span>
162           </p></blockquote></div>
163 <p>
164           For degrees of freedom parameter &#957; and scale parameter &#958;, the <span class="bold"><strong>scaled</strong></span>
165           inverse chi_squared distribution is defined by the probability density
166           function (PDF):
167         </p>
168 <div class="blockquote"><blockquote class="blockquote"><p>
169             <span class="serif_italic">f(x;&#957;, &#958;) = (&#958;&#957;/2)<sup>&#957;/2</sup> e<sup>-&#957;&#958;/2x</sup> x<sup>-1-&#957;/2</sup> / &#915;(&#957;/2)</span>
170           </p></blockquote></div>
171 <p>
172           and Cumulative Density Function (CDF)
173         </p>
174 <div class="blockquote"><blockquote class="blockquote"><p>
175             <span class="serif_italic">F(x;&#957;, &#958;) = &#915;(&#957;/2, &#957;&#958;/2x) / &#915;(&#957;/2)</span>
176           </p></blockquote></div>
177 <p>
178           The following graphs illustrate how the PDF and CDF of the inverse chi_squared
179           distribution varies for a few values of parameters &#957; and &#958;:
180         </p>
181 <div class="blockquote"><blockquote class="blockquote"><p>
182             <span class="inlinemediaobject"><img src="../../../../graphs/inverse_chi_squared_pdf.svg" align="middle"></span>
183
184           </p></blockquote></div>
185 <div class="blockquote"><blockquote class="blockquote"><p>
186             <span class="inlinemediaobject"><img src="../../../../graphs/inverse_chi_squared_cdf.svg" align="middle"></span>
187
188           </p></blockquote></div>
189 <h5>
190 <a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.h0"></a>
191           <span class="phrase"><a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.member_functions"></a></span><a class="link" href="inverse_chi_squared_dist.html#math_toolkit.dist_ref.dists.inverse_chi_squared_dist.member_functions">Member
192           Functions</a>
193         </h5>
194 <pre class="programlisting"><span class="identifier">inverse_chi_squared_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">df</span> <span class="special">=</span> <span class="number">1</span><span class="special">);</span> <span class="comment">// Implicitly scaled 1/df.</span>
195 <span class="identifier">inverse_chi_squared_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">df</span> <span class="special">=</span> <span class="number">1</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">);</span> <span class="comment">// Explicitly scaled.</span>
196 </pre>
197 <p>
198           Constructs an inverse chi_squared distribution with &#957; degrees of freedom
199           <span class="emphasis"><em>df</em></span>, and scale <span class="emphasis"><em>scale</em></span> with default
200           value 1/df.
201         </p>
202 <p>
203           Requires that the degrees of freedom &#957; parameter is greater than zero, otherwise
204           calls <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>.
205         </p>
206 <pre class="programlisting"><span class="identifier">RealType</span> <span class="identifier">degrees_of_freedom</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
207 </pre>
208 <p>
209           Returns the degrees_of_freedom &#957; parameter of this distribution.
210         </p>
211 <pre class="programlisting"><span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
212 </pre>
213 <p>
214           Returns the scale &#958; parameter of this distribution.
215         </p>
216 <h5>
217 <a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.h1"></a>
218           <span class="phrase"><a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.non_member_accessors"></a></span><a class="link" href="inverse_chi_squared_dist.html#math_toolkit.dist_ref.dists.inverse_chi_squared_dist.non_member_accessors">Non-member
219           Accessors</a>
220         </h5>
221 <p>
222           All the <a class="link" href="../nmp.html" title="Non-Member Properties">usual non-member accessor
223           functions</a> that are generic to all distributions are supported:
224           <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.cdf">Cumulative Distribution Function</a>,
225           <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.pdf">Probability Density Function</a>,
226           <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.quantile">Quantile</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.hazard">Hazard Function</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.chf">Cumulative Hazard Function</a>,
227           <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.mean">mean</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.median">median</a>,
228           <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.mode">mode</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.variance">variance</a>,
229           <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.sd">standard deviation</a>,
230           <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.skewness">skewness</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis">kurtosis</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis_excess">kurtosis_excess</a>,
231           <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.range">range</a> and <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.support">support</a>.
232         </p>
233 <p>
234           The domain of the random variate is [0,+&#8734;].
235         </p>
236 <div class="note"><table border="0" summary="Note">
237 <tr>
238 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../../doc/src/images/note.png"></td>
239 <th align="left">Note</th>
240 </tr>
241 <tr><td align="left" valign="top"><p>
242             Unlike some definitions, this implementation supports a random variate
243             equal to zero as a special case, returning zero for both pdf and cdf.
244           </p></td></tr>
245 </table></div>
246 <h5>
247 <a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.h2"></a>
248           <span class="phrase"><a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.accuracy"></a></span><a class="link" href="inverse_chi_squared_dist.html#math_toolkit.dist_ref.dists.inverse_chi_squared_dist.accuracy">Accuracy</a>
249         </h5>
250 <p>
251           The inverse gamma distribution is implemented in terms of the incomplete
252           gamma functions like the <a class="link" href="inverse_gamma_dist.html" title="Inverse Gamma Distribution">Inverse
253           Gamma Distribution</a> that use <a class="link" href="../../sf_gamma/igamma.html" title="Incomplete Gamma Functions">gamma_p</a>
254           and <a class="link" href="../../sf_gamma/igamma.html" title="Incomplete Gamma Functions">gamma_q</a> and their
255           inverses <a class="link" href="../../sf_gamma/igamma_inv.html" title="Incomplete Gamma Function Inverses">gamma_p_inv</a>
256           and <a class="link" href="../../sf_gamma/igamma_inv.html" title="Incomplete Gamma Function Inverses">gamma_q_inv</a>:
257           refer to the accuracy data for those functions for more information. But
258           in general, gamma (and thus inverse gamma) results are often accurate to
259           a few epsilon, &gt;14 decimal digits accuracy for 64-bit double. unless
260           iteration is involved, as for the estimation of degrees of freedom.
261         </p>
262 <h5>
263 <a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.h3"></a>
264           <span class="phrase"><a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.implementation"></a></span><a class="link" href="inverse_chi_squared_dist.html#math_toolkit.dist_ref.dists.inverse_chi_squared_dist.implementation">Implementation</a>
265         </h5>
266 <p>
267           In the following table &#957; is the degrees of freedom parameter and &#958; is the scale
268           parameter of the distribution, <span class="emphasis"><em>x</em></span> is the random variate,
269           <span class="emphasis"><em>p</em></span> is the probability and <span class="emphasis"><em>q = 1-p</em></span>
270           its complement. Parameters &#945; for shape and &#946; for scale are used for the inverse
271           gamma function: &#945; = &#957;/2 and &#946; = &#957; * &#958;/2.
272         </p>
273 <div class="informaltable"><table class="table">
274 <colgroup>
275 <col>
276 <col>
277 </colgroup>
278 <thead><tr>
279 <th>
280                   <p>
281                     Function
282                   </p>
283                 </th>
284 <th>
285                   <p>
286                     Implementation Notes
287                   </p>
288                 </th>
289 </tr></thead>
290 <tbody>
291 <tr>
292 <td>
293                   <p>
294                     pdf
295                   </p>
296                 </td>
297 <td>
298                   <p>
299                     Using the relation: pdf = <a class="link" href="../../sf_gamma/gamma_derivatives.html" title="Derivative of the Incomplete Gamma Function">gamma_p_derivative</a>(&#945;,
300                     &#946;/ x, &#946;) / x * x
301                   </p>
302                 </td>
303 </tr>
304 <tr>
305 <td>
306                   <p>
307                     cdf
308                   </p>
309                 </td>
310 <td>
311                   <p>
312                     Using the relation: p = <a class="link" href="../../sf_gamma/igamma.html" title="Incomplete Gamma Functions">gamma_q</a>(&#945;,
313                     &#946; / x)
314                   </p>
315                 </td>
316 </tr>
317 <tr>
318 <td>
319                   <p>
320                     cdf complement
321                   </p>
322                 </td>
323 <td>
324                   <p>
325                     Using the relation: q = <a class="link" href="../../sf_gamma/igamma.html" title="Incomplete Gamma Functions">gamma_p</a>(&#945;,
326                     &#946; / x)
327                   </p>
328                 </td>
329 </tr>
330 <tr>
331 <td>
332                   <p>
333                     quantile
334                   </p>
335                 </td>
336 <td>
337                   <p>
338                     Using the relation: x = &#946;/ <a class="link" href="../../sf_gamma/igamma_inv.html" title="Incomplete Gamma Function Inverses">gamma_q_inv</a>(&#945;,
339                     p)
340                   </p>
341                 </td>
342 </tr>
343 <tr>
344 <td>
345                   <p>
346                     quantile from the complement
347                   </p>
348                 </td>
349 <td>
350                   <p>
351                     Using the relation: x = &#945;/ <a class="link" href="../../sf_gamma/igamma_inv.html" title="Incomplete Gamma Function Inverses">gamma_p_inv</a>(&#945;,
352                     q)
353                   </p>
354                 </td>
355 </tr>
356 <tr>
357 <td>
358                   <p>
359                     mode
360                   </p>
361                 </td>
362 <td>
363                   <p>
364                     &#957; * &#958; / (&#957; + 2)
365                   </p>
366                 </td>
367 </tr>
368 <tr>
369 <td>
370                   <p>
371                     median
372                   </p>
373                 </td>
374 <td>
375                   <p>
376                     no closed form analytic equation is known, but is evaluated as
377                     quantile(0.5)
378                   </p>
379                 </td>
380 </tr>
381 <tr>
382 <td>
383                   <p>
384                     mean
385                   </p>
386                 </td>
387 <td>
388                   <p>
389                     &#957;&#958; / (&#957; - 2) for &#957; &gt; 2, else a <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
390                   </p>
391                 </td>
392 </tr>
393 <tr>
394 <td>
395                   <p>
396                     variance
397                   </p>
398                 </td>
399 <td>
400                   <p>
401                     2 &#957;&#178; &#958;&#178; / ((&#957; -2)&#178; (&#957; -4)) for &#957; &gt;4, else a <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
402                   </p>
403                 </td>
404 </tr>
405 <tr>
406 <td>
407                   <p>
408                     skewness
409                   </p>
410                 </td>
411 <td>
412                   <p>
413                     4 &#8730;2 &#8730;(&#957;-4) /(&#957;-6) for &#957; &gt;6, else a <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
414                   </p>
415                 </td>
416 </tr>
417 <tr>
418 <td>
419                   <p>
420                     kurtosis_excess
421                   </p>
422                 </td>
423 <td>
424                   <p>
425                     12 * (5&#957; - 22) / ((&#957; - 6) * (&#957; - 8)) for &#957; &gt;8, else a <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
426                   </p>
427                 </td>
428 </tr>
429 <tr>
430 <td>
431                   <p>
432                     kurtosis
433                   </p>
434                 </td>
435 <td>
436                   <p>
437                     3 + 12 * (5&#957; - 22) / ((&#957; - 6) * (&#957;-8)) for &#957; &gt;8, else a <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
438                   </p>
439                 </td>
440 </tr>
441 </tbody>
442 </table></div>
443 <h5>
444 <a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.h4"></a>
445           <span class="phrase"><a name="math_toolkit.dist_ref.dists.inverse_chi_squared_dist.references"></a></span><a class="link" href="inverse_chi_squared_dist.html#math_toolkit.dist_ref.dists.inverse_chi_squared_dist.references">References</a>
446         </h5>
447 <div class="orderedlist"><ol class="orderedlist" type="1">
448 <li class="listitem">
449               Bayesian Data Analysis, Andrew Gelman, John B. Carlin, Hal S. Stern,
450               Donald B. Rubin, ISBN-13: 978-1584883883, Chapman &amp; Hall; 2 edition
451               (29 July 2003).
452             </li>
453 <li class="listitem">
454               Bayesian Computation with R, Jim Albert, ISBN-13: 978-0387922973, Springer;
455               2nd ed. edition (10 Jun 2009)
456             </li>
457 </ol></div>
458 </div>
459 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
460 <td align="left"></td>
461 <td align="right"><div class="copyright-footer">Copyright &#169; 2006-2019 Nikhar
462       Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
463       Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
464       R&#229;de, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
465       Daryle Walker and Xiaogang Zhang<p>
466         Distributed under the Boost Software License, Version 1.0. (See accompanying
467         file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
468       </p>
469 </div></td>
470 </tr></table>
471 <hr>
472 <div class="spirit-nav">
473 <a accesskey="p" href="hypergeometric_dist.html"><img src="../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../dists.html"><img src="../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="inverse_gamma_dist.html"><img src="../../../../../../../doc/src/images/next.png" alt="Next"></a>
474 </div>
475 </body>
476 </html>