Talk:Scaled inverse chi-squared distribution

Request move

The name is more proper without the dashes --Kupirijo 23:16, 31 March 2007 (UTC)

I agree, I propose the article is moved to "Scaled_inverse_chi-square_distribution" any objections? Domminico (talk) 17:33, 24 August 2008 (UTC)

Other

Shouldn't the mode be ${\frac {\nu \sigma ^{2}}{\nu -2}}$ because $\chi _{\nu }^{2}(x)$ is maximized when $x=\nu -2$

No, the correct denominator for the mode is $\nu +2$:

1) See "Bayesian Data Analysis, 2nd edition" by Gelman et al., p.574.

2) I have verified that the derivative of the stated probability density function

$f(x)={\frac {(\sigma ^{2}\nu /2)^{\nu /2}}{\Gamma (\nu /2)}}~{\frac {\exp \left[{\frac {-\nu \sigma ^{2}}{2x}}\right]}{x^{1+\nu /2}}}$

with respect to x is zero at the stated mode

$x_{mode}={\frac {\nu \sigma ^{2}}{\nu +2}}$

PAR 09:36, 11 July 2006 (UTC)

Name

What is the name of this distribution? Is it "scaled-inverse-$\chi ^{2}$" or "scale-inverse-$\chi ^{2}$"? The article uses both. Personally I prefer "scaled" since it describes where the distribution comes from. It's a "scaled" version of the inverse-$\chi ^{2}$ distribution. But maybe there's a reason/argument for "scale"?Domminico (talk) 20:27, 24 July 2008 (UTC)

Relation to inverse gamma

Is the formula for relation to inverse gamma correct? Show it be inverse_gamma(nu/2, sigma/2)?