Double InverseChiSquarePDF(Double x, Int32 Nu)
Inverse Chi-Square probability density function (PDF).
| # | Name | Description |
|---|---|---|
| 1 | x | Function domain, real value. Valid (non-NaN) only for x>0. |
| 2 | Nu | Defines distribution degrees of freedom, positive integer (Nu>0). |
Returns: Double - the inverse chi-square (definition 1) PDF, evaluated at x for integer parameter Nu. Returns NaN if Nu<=0 or x<=0.
Remarks:
The inverse-chi-square distribution (definition 1, used by this package) is the distribution of 1/Y where Y has a chi-square distribution with Nu degrees of freedom. It is equivalent to the inverse-gamma distribution with shape Nu/2 and scale 1/2. The density is
PDF(x | nu) = (2^(-nu/2))/(Gamma(nu/2)) x^(-nu/2-1) exp[-1/2x] , x > 0 .
Returns NaN for x<=0 or Nu<=0.