I need to specify an inverse gamma 2 distribution as a prior starting from an inverse gamma 1 with known mean and variance. In other words I need to find the inverse gamma 2 distribution equivalent to the inverse gamma 1 one.
It seems a trivial problem, but I tried with the documentation provided by Stéphane and I could not fix my problem.
Anyone with the same problem? Any solutions?
Cheers.
P.
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
inverse gamma 1-2
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
1 post
• Page 1 of 1
inverse gamma 1-2
by p.gelain » Thu Sep 19, 2013 9:51 am
- p.gelain
- Posts: 61
- Joined: Wed Jul 11, 2007 9:13 pm
- Location: Norges Bank
1 post
• Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 11 guests