About: Normal-inverse-gamma distribution

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In probability theory and statistics, the normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and variance.

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rdfs:label	Normal-inverse-gamma distribution (en)
rdfs:comment	In probability theory and statistics, the normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and variance. (en)
name	normal-inverse-gamma (en)
foaf:depiction
dcterms:subject	Normal distribution Continuous distributions Multivariate continuous distributions
Wikipage page ID	17666463 (xsd:integer)
Wikipage revision ID	1093314202 (xsd:integer)
Link from a Wikipage to another Wikipage	Probability distribution Scalar (mathematics) Determinant Variance Inverse-gamma distribution Matrix (mathematics) Mean Conjugate prior Location parameter Statistics Compound probability distribution Multivariate Student distribution Student's t-distribution Normal distribution Exponential family Normal distribution Precision (statistics) Probability theory Invertible matrix Continuous distributions Multivariate continuous distributions Real number Normal-gamma distribution Normal-inverse-Wishart distribution Inverse gamma distribution Natural parameter
sameAs	Normal-inverse-gamma distribution Normal-inverse-gamma distribution Normal-inverse-gamma distribution Normal-inverse-gamma distribution
variance	, for (en)
dbp:wikiPageUsesTemplate	dbt:Empty_section dbt:ISBN dbt:ProbDistributions dbt:Reflist dbt:Math_proof dbt:Probability_distribution
thumbnail	wiki-commons:Special:FilePath/Normal-inverse-gamma.svg?width=300
proof	For probability density function is Marginal distribution over is Except for normalization factor, expression under the integral coincides with Inverse-gamma distribution with , , . Since , and Substituting this expression and factoring dependence on , Shape of generalized Student's t-distribution is . Marginal distribution follows t-distribution with degrees of freedom . (en)
title	Proof for (en)
type	density (en)
mode	(en)
has abstract	In probability theory and statistics, the normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and variance. (en)
mean	, for (en)
parameters	Location parameter (en)
pdf image	565 (xsd:integer)
prov:wasDerivedFrom	wikipedia-en:Normal-inverse-gamma_distribution?oldid=1093314202&ns=0
page length (characters) of wiki page	11792 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Normal-inverse-gamma_distribution
is Link from a Wikipage to another Wikipage of	Normal-inverse gamma distribution Normal-scaled inverse gamma distribution Normal distribution Normal-gamma distribution Normal-inverse-Wishart distribution Gaussian-inverse-gamma distribution
is Wikipage redirect of	Normal-inverse gamma distribution Normal-scaled inverse gamma distribution Gaussian-inverse-gamma distribution
is foaf:primaryTopic of	wikipedia-en:Normal-inverse-gamma_distribution

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