InverseGammaDistribution Class

[SerializableAttribute]
public class InverseGammaDistribution : UnivariateContinuousDistribution

<SerializableAttribute>
Public Class InverseGammaDistribution
	Inherits UnivariateContinuousDistribution

// Create a new inverse Gamma distribution with α = 0.42 and β = 0.5
var invGamma = new InverseGammaDistribution(shape: 0.42, scale: 0.5);

// Common measures
double mean   = invGamma.Mean;     // -0.86206896551724133
double median = invGamma.Median;   // 3.1072323347401709
double var    = invGamma.Variance; // -0.47035626665061164

// Cumulative distribution functions
double cdf = invGamma.DistributionFunction(x: 0.27);           // 0.042243552114989695
double ccdf = invGamma.ComplementaryDistributionFunction(x: 0.27); // 0.95775644788501035
double icdf = invGamma.InverseDistributionFunction(p: cdf);        // 0.26999994629410995

// Probability density functions
double pdf = invGamma.ProbabilityDensityFunction(x: 0.27);     // 0.35679850067181362
double lpdf = invGamma.LogProbabilityDensityFunction(x: 0.27); // -1.0305840804381006

// Hazard (failure rate) functions
double hf = invGamma.HazardFunction(x: 0.27); // 0.3725357333377633
double chf = invGamma.CumulativeHazardFunction(x: 0.27); // 0.043161763098266373

// String representation
string str = invGamma.ToString(); // Γ^(-1)(x; α = 0.42, β = 0.5)