The inverse-gamma tag has no wiki summary.
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Jeffreys prior for inverse gamma distribution
Does anybody have the experience of dealing with Jeffreys prior?
I am working with hierarchical model at the moment where the parameter
σ^2 from normal distribution is said to be chosen according to
...
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Power of inverse gamma could be?
Let $X$ is inverse gamma distributed rv, then $X^p$ could be?
I found someone asked about square root of inverse gamma, but I did't find the answer is direct to the question...
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Thompson sampling with multivariate posterior distribution
I'm implementing Thompson sampling for a multi armed bandit problem (see http://en.wikipedia.org/wiki/Thompson_sampling). The underlying Bayesian model is a Bayesian Linear Regression, which has a ...
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Why doesn't the method of moments work when calculating the variance of the inverse gamma distribution?
I'm trying to calculate the variance of the inverse gamma distribution using the method of movements. According to wikipedia the variance should be:
$$\sigma^2 ...
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1answer
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MCMC for infinite variance posteriors
My question originated from Xi'an's suggestion to check integrability against the posterior in my nonlinear hierarchical model. I did not check it, but had possible infinity in mind and found out that ...
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2answers
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How to determine the marginal pdf, the posterior?
How to get the marginal pdf of $p(y)$? Do you just integrate out $p({\sigma}^{2})$?
Say, the following joint distribution for $y \in {{R}^{d}}$ and ${{\sigma }^{2}}\in {{R}^{d}}$
IG: means inverse ...
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1answer
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How is the sum of normally-scaled inverse gamma variates distributed?
This may be well known, but I don't know the literature well. I've also tried to do the integral myself, but it's beyond my abilities
The situation: I have two independent random variables $Y_1$ ...
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188 views
What is the distribution of norm induced by an inverse Wishart?
Suppose $S$ is distributed as a Wishart matrix with $n$ degrees of freedom and scale matrix $\Sigma$, and let $\vec{a}$ be a fixed vector. It is well known that $\vec{a}^{\top}S\vec{a}$ is equal to
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