tf.contrib.distributions.InverseGamma

class tf.contrib.distributions.InverseGamma

The InverseGamma distribution with parameter alpha and beta.

The parameters are the shape and inverse scale parameters alpha, beta.

The PDF of this distribution is:

pdf(x) = (beta^alpha)/Gamma(alpha)(x^(-alpha-1))e^(-beta/x), x > 0

and the CDF of this distribution is:

cdf(x) = GammaInc(alpha, beta / x) / Gamma(alpha), x > 0

where GammaInc is the upper incomplete Gamma function.

Examples:

dist = InverseGamma(alpha=3.0, beta=2.0)
dist2 = InverseGamma(alpha=[3.0, 4.0], beta=[2.0, 3.0])