| dbo: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)
|
| dbo:thumbnail
| |
| dbo:wikiPageID
| |
| dbo:wikiPageLength
|
- 11792 (xsd:nonNegativeInteger)
|
| dbo:wikiPageRevisionID
| |
| dbo:wikiPageWikiLink
| |
| dbp:mean
| |
| dbp:mode
| |
| dbp:name
|
- normal-inverse-gamma (en)
|
| dbp:parameters
| |
| dbp:pdfImage
| |
| dbp: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)
|
| dbp:title
| |
| dbp:type
| |
| dbp:variance
| |
| dbp:wikiPageUsesTemplate
| |
| dcterms:subject
| |
| rdf:type
| |
| 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)
|
| rdfs:label
|
- Normal-inverse-gamma distribution (en)
|
| owl:sameAs
| |
| prov:wasDerivedFrom
| |
| foaf:depiction
| |
| foaf:isPrimaryTopicOf
| |
| is dbo:wikiPageRedirects
of | |
| is dbo:wikiPageWikiLink
of | |
| is foaf:primaryTopic
of | |
