Probabilities::InverseChiSquarePDF Function

double InverseChiSquarePDF(double x, int Nu);

Inverse Chi-Square probability density function (PDF).

#NameTypeDescription
1xdoubleFunction domain, real value. Valid (non-NaN) only for x>0.
2NuintDefines distribution degrees of freedom, positive integer (Nu>0).

Returns: 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.

See Also: Probabilities::InverseChiSquareCDF, Probabilities::InverseChiSquareCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler