September 2012
Intermediate to advanced
486 pages
10h 41m
English
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A.5 Inverse chi-squared distribution
X has an inverse chi-squared distribution on ν degrees of freedom, denoted
if 
, or equivalently if it has density
If 
, so that 
, then Y is S times an inverse chi-squared distribution on ν degrees of freedom, denoted
and it has density
The mean and variance are
The mode is
and the median is in the range
provided 
, with the upper limit approached closely when ...