Scaled-Inverse-Chi-Square Distribution
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High Quality Content by WIKIPEDIA articles! The scaled inverse chi-square distribution arises in Bayesian statistics. It is a more general distribution than the inverse-chi-square distribution. Its probability density function over the domain, where is the degrees of freedom parameter and 2 is the scale parameter. The characteristic function is the modified Bessel function of the second kind. The maximum likelihood estimate of frac{nu}{2} can be found using Newton's method. An initial estimate can be found by taking the formula for mean and solving it for . Let bar{x} = frac{1}{n}sum_{i=1}^N x_i be the sample mean.…mehr

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High Quality Content by WIKIPEDIA articles! The scaled inverse chi-square distribution arises in Bayesian statistics. It is a more general distribution than the inverse-chi-square distribution. Its probability density function over the domain, where is the degrees of freedom parameter and 2 is the scale parameter. The characteristic function is the modified Bessel function of the second kind. The maximum likelihood estimate of frac{nu}{2} can be found using Newton's method. An initial estimate can be found by taking the formula for mean and solving it for . Let bar{x} = frac{1}{n}sum_{i=1}^N x_i be the sample mean.