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  • 1.  The distribution of the square root of a random variable with inverse Gamma distribution

    Posted 04-19-2015 18:33
    Hi all,

    Could anybody help me how to specify the pdf of a r.v. y=sqrt(X) where x~inv-Gamma(alpha, beta) in R?

    Many Thanks!

    --Ehsan

    -----------------------------
    Ehsan Motazedi
    Wageningen UR
    -----------------------------


  • 2.  RE: The distribution of the square root of a random variable with inverse Gamma distribution

    Posted 04-19-2015 19:31
    The inverse gamma probability functions can be found in the package actuar. You can get the pdf by letting x = y^2 where y is a sequence of evenly spaced values over the domain you are interested in and using dinvgamma( x, alpha, beta ) to find the densities associated with the y's. Multiply the density values by 2y for the change of variable from x to y. Here alpha is the shape parameter and beta is the scale parameter. ------------------------------ Margot Tollefson Consultant Vanward Statistics ------------------------------
    Original Message


  • 3.  RE: The distribution of the square root of a random variable with inverse Gamma distribution

    Posted 04-20-2015 04:13
    Many thanks Margot! Other people had also the same suggestion. So nice that you get your answer so fast in this Forum!

    --------------------------
    Ehsan Motazedi
    Wageningen UR
    --------------------------


    ------Original Message------

    The inverse gamma probability functions can be found in the package actuar. You can get the pdf by letting x = y^2 where y is a sequence of evenly spaced values over the domain you are interested in and using dinvgamma( x, alpha, beta ) to find the densities associated with the y's. Multiply the density values by 2y for the change of variable from x to y. Here alpha is the shape parameter and beta is the scale parameter. ------------------------------ Margot Tollefson Consultant Vanward Statistics ------------------------------