Carlo Lazzaro <[email protected]> asks about the scale parameter of the
inverse Gamma distribution:
> performing an invgammap with random probabilities
>
> generate alfa=invgammap(a,uniform())
>
> I have noticed the absence of the beta parameter of the gamma distributions.
> May this absence affect the results of the probabilistic invgammap function?
Although probability functions -gammap()- and -invgammap()- do not allow
specifying the scale parameter, Carlos can obtain the probabilities of the
Gamma distribution with shape parameter a and scale parameter beta as follows.
. generate gamma = gammap(a, x/beta)
To obtain the inverse of the Gamma distribution with shape parameter a and
scale parameter beta, Carlos can use
. generate x = beta*invgammap(a, gamma)
or, using his example,
. generate alfa = beta*invgammap(a,uniform())
-- Yulia
[email protected]
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