Scaled Inverse Chi

Some articles on scaled inverse chi, chi, inverse:

Scaled-inverse-chi-squared Distribution
... The scaled inverse chi-squared distribution is the distribution for x = 1/s2, where s2 is a sample mean of the squares of ν independent normal random variables that have mean ... by the two quantities ν and τ2, referred to as the number of chi-squared degrees of freedom and the scaling parameter, respectively ... This family of scaled inverse chi-squared distributions is closely related to two other distribution families, those of the inverse-chi-squared ...
Scaled-inverse-chi-squared Distribution - Bayesian Estimation of The Variance of A Normal Distribution
... The scaled inverse chi-squared distribution has a second important application, in the Bayesian estimation of the variance of a Normal distribution ... posterior probability This form can be recognised as that of a scaled inverse chi-squared distribution, with parameters ν = n and τ2 = s2 = (1/n) Σ (xi-μ)2 In particular ...
Scaled-inverse-chi-squared Distribution - Bayesian Estimation of The Variance of A Normal Distribution - Use As An Informative Prior
... If more is known about the possible values of σ2, a distribution from the scaled inverse chi-squared family, such as Scale-inv-χ2(n0, s02) can be a convenient form to represent a less ... The scaled inverse chi-squared distributions are thus a convenient conjugate prior family for σ2 estimation ...

Famous quotes containing the word inverse:

    The quality of moral behaviour varies in inverse ratio to the number of human beings involved.
    Aldous Huxley (1894–1963)