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inverse gamma 1-2

PostPosted: Thu Sep 19, 2013 9:51 am
by p.gelain
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.