st: RE: RE: InverseGamma with beta<0

["Nick Cox" <n.j.cox@durham.ac.uk>]

Thanks for this, which makes clearer what you did 
but leaves some questions on why you did it. 

Consider again this parameterisation for a two-parameter
gamma distribution: 

variable x >= 0 
shape parameter a > 0 
scale parameter b > 0

density function [1 / (b^a gamma(a))] x^(a - 1) exp(-x / b)

For this, standard results are that 

mean = a b 
variance = a b^2