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Probability density function for the Inverse-gamma distribution


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gnuplot source under GPL: 

dinvgamma(x,a,b) = exp(a*log(b) - lgamma(a) - (a+1)*log(x) - b*1.0/x)
pinvgamma(x,a,b) = 1 - igamma(a, b*1.0/x)

set xtics 0,0.5
set ytics 0,0.5
set samples 1001
set terminal postscript enhanced color solid lw 2 "Times-Roman" 27
set output

plot [0:3] \
    dinvgamma(x,1,1)  title "{/Symbol a} = 1, {/Symbol b} = 1", \
    dinvgamma(x,2,1)  title "{/Symbol a} = 2, {/Symbol b} = 1", \
    dinvgamma(x,3,1)  title "{/Symbol a} = 3, {/Symbol b} = 1", \
    dinvgamma(x,3,.5) title "{/Symbol a} = 3, {/Symbol b} = 0.5"
 
This plot was created with Gnuplot.
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This work is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or any later version. This work is distributed in the hope that it will be useful, but without any warranty; without even the implied warranty of merchantability or fitness for a particular purpose. See version 2 and version 3 of the GNU General Public License for more details.

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Date/TimeThumbnailDimensionsUserComment
current23:21, 22 April 2005Thumbnail for version as of 23:21, 22 April 20051,299 × 966 (152 KB)CburnettNew parameters
20:56, 22 April 2005Thumbnail for version as of 20:56, 22 April 20051,300 × 965 (164 KB)CburnettCorrected symbols: alpha instead of k and beta instead of theta {{GFDL}}
05:40, 7 April 2005Thumbnail for version as of 05:40, 7 April 20051,300 × 964 (147 KB)CburnettProbability density function for the Inverse-gamma distribution {{GFDL}}

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