pymc.InverseGamma — PyMC 5.22.0 documentation (original) (raw)
class pymc.InverseGamma(name, *args, rng=None, dims=None, initval=None, observed=None, total_size=None, transform=UNSET, default_transform=UNSET, **kwargs)[source]#
Inverse gamma distribution, the reciprocal of the gamma distribution.
The pdf of this distribution is
\[f(x \mid \alpha, \beta) = \frac{\beta^{\alpha}}{\Gamma(\alpha)} x^{-\alpha - 1} \exp\left(\frac{-\beta}{x}\right)\]
(Source code, png, hires.png, pdf)
| Support | \(x \in (0, \infty)\) |
|---|---|
| Mean | \(\dfrac{\beta}{\alpha-1}\) for \(\alpha > 1\) |
| Variance | \(\dfrac{\beta^2}{(\alpha-1)^2(\alpha - 2)}\)for \(\alpha > 2\) |
Parameters:
alphatensor_like of float, optional
Shape parameter (alpha > 0).
betatensor_like of float, optional
Scale parameter (beta > 0).
mutensor_like of float, optional
Alternative shape parameter (mu > 0).
sigmatensor_like of float, optional
Alternative scale parameter (sigma > 0).
Methods
| InverseGamma.dist([alpha, beta, mu, sigma]) | Create a tensor variable corresponding to the cls distribution. |
|---|