aesara.tensor.random.invgamma#

aesara.tensor.random.invgamma = <aesara.tensor.random.basic.InvGammaRV object>[source]#

An inverse-gamma continuous random variable.

The probability density function for invgamma in terms of its shape parameter $\alpha$ and scale parameter $\beta$ is:

$f(x; \alpha, \beta) = \frac{\beta^\alpha}{\Gamma(\alpha)} x^{-(\alpha+1)} \exp\left(-\frac{\beta}{x}\right)$

for $x > 0$ , where $\alpha > 0$ and $\beta > 0$ . $Gamma$ is the gamma function :

$\Gamma(x) = \int_0^{\infty} t^{x-1} e^{-t} \mathrm{d}t$

aesara.tensor.random.invgamma