The 2nd Wikipedia inverse chi_squared distribution definition can be implemented
by explicitly specifying a scale = 1.
-Both definitions are also available in Wolfram Mathematica and in __R (geoR) with default scale = 1/degrees of freedom.
+Both definitions are also available in __Mathematica and in __R (geoR) with default scale = 1/degrees of freedom.
See
The inverse_chi_squared distribution is a special case of a inverse_gamma distribution
with [nu] (degrees_of_freedom) shape ([alpha]) and scale ([beta]) where
-__spaces [alpha]= [nu] /2 and [beta] = [frac12].
+[expression [alpha]= [nu] /2 and [beta] = [frac12]]
[note This distribution *does* provide the typedef:
For degrees of freedom parameter [nu],
the (*unscaled*) inverse chi_squared distribution is defined by the probability density function (PDF):
-__spaces f(x;[nu]) = 2[super -[nu]/2] x[super -[nu]/2-1] e[super -1/2x] / [Gamma]([nu]/2)
+[expression f(x;[nu]) = 2[super -[nu]/2] x[super -[nu]/2-1] e[super -1/2x] / [Gamma]([nu]/2)]
and Cumulative Density Function (CDF)
-__spaces F(x;[nu]) = [Gamma]([nu]/2, 1/2x) / [Gamma]([nu]/2)
+[expression F(x;[nu]) = [Gamma]([nu]/2, 1/2x) / [Gamma]([nu]/2)]
For degrees of freedom parameter [nu] and scale parameter [xi],
the *scaled* inverse chi_squared distribution is defined by the probability density function (PDF):
-__spaces f(x;[nu], [xi]) = ([xi][nu]/2)[super [nu]/2] e[super -[nu][xi]/2x] x[super -1-[nu]/2] / [Gamma]([nu]/2)
+[expression f(x;[nu], [xi]) = ([xi][nu]/2)[super [nu]/2] e[super -[nu][xi]/2x] x[super -1-[nu]/2] / [Gamma]([nu]/2)]
and Cumulative Density Function (CDF)
-__spaces F(x;[nu], [xi]) = [Gamma]([nu]/2, [nu][xi]/2x) / [Gamma]([nu]/2)
+[expression F(x;[nu], [xi]) = [Gamma]([nu]/2, [nu][xi]/2x) / [Gamma]([nu]/2)]
The following graphs illustrate how the PDF and CDF of the inverse chi_squared distribution
varies for a few values of parameters [nu] and [xi]:
[[pdf][Using the relation: pdf = __gamma_p_derivative([alpha], [beta]/ x, [beta]) / x * x ]]
[[cdf][Using the relation: p = __gamma_q([alpha], [beta] / x) ]]
[[cdf complement][Using the relation: q = __gamma_p([alpha], [beta] / x) ]]
-[[quantile][Using the relation: x = [beta][space]/ __gamma_q_inv([alpha], p) ]]
-[[quantile from the complement][Using the relation: x = [alpha][space]/ __gamma_p_inv([alpha], q) ]]
+[[quantile][Using the relation: x = [beta]/ __gamma_q_inv([alpha], p) ]]
+[[quantile from the complement][Using the relation: x = [alpha]/ __gamma_p_inv([alpha], q) ]]
[[mode][[nu] * [xi] / ([nu] + 2) ]]
[[median][no closed form analytic equation is known, but is evaluated as quantile(0.5)]]
[[mean][[nu][xi] / ([nu] - 2) for [nu] > 2, else a __domain_error]]