Inverse-gamma Distribution - Related Distributions

Related Distributions

  • If then
  • If then (inverse-chi-squared distribution)
  • If then (scaled-inverse-chi-squared distribution)
  • If then (Lévy distribution)
  • If (Gamma distribution) then
  • Inverse gamma distribution is a special case of type 5 Pearson distribution
  • A multivariate generalization of the inverse-gamma distribution is the inverse-Wishart distribution.
  • For the distribution of a sum of independent inverted Gamma variables see Witkovsky (2001)

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