翻訳と辞書 Words near each other ・ Normal type ・ Normal variance-mean mixture ・ Normal weight obesity ・ Normal yield (agriculture) ・ Normal Young Man ・ Normal! ・ Normal, Alabama ・ Normal, Illinois ・ Normal, Indiana ・ Normal, Kentucky ・ Normal, Ohio ・ Normal-exponential-gamma distribution ・ Normal-form game ・ Normal-gamma distribution ・ Normal-inverse Gaussian distribution ・ Normal-inverse-gamma distribution ・ Normal-inverse-Wishart distribution ・ Normal-Wishart distribution ・ Normal.dot ・ Normala Abdul Samad ・ Normalair ・ Normalat ・ Normalcy bias ・ Normalhöhennull ・ Normalisation by evaluation ・ Normality ・ Normality (behavior) ・ Normality (video game) ・ Normality test ・ Normalization Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Normal-inverse-gamma distribution ： ウィキペディア英語版 Normal-inverse-gamma distribution \frac \, \left( \frac \right)^ e^ } | cdf =| mean =| median =| mode =| variance =| skewness =| kurtosis =| entropy =| mgf =| char =| }} In probability theory and statistics, the normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and variance. ==Definition== Suppose :$x\; |\; \backslash sigma^2,\; \backslash mu,\; \backslash lambda\backslash sim\; \backslash mathrm(\backslash mu,\backslash sigma^2\; /\; \backslash lambda)\; \backslash ,\backslash !$ has a normal distribution with mean $\backslash mu$ and variance $\backslash sigma^2\; /\; \backslash lambda$, where :$\backslash sigma^2|\backslash alpha,\; \backslash beta\; \backslash sim\; \backslash Gamma^(\backslash alpha,\backslash beta)\; \backslash !$ has an inverse gamma distribution. Then $(x,\backslash sigma^2)$ has a normal-inverse-gamma distribution, denoted as :$(x,\backslash sigma^2)\; \backslash sim\; \backslash text\backslash Gamma^(\backslash mu,\backslash lambda,\backslash alpha,\backslash beta)\; \backslash !\; .$ ($\backslash text$ is also used instead of $\backslash text\backslash Gamma^.$) In a multivariate form of the normal-inverse-gamma distribution, $\backslash mathbf\; |\; \backslash sigma^2,\; \backslash boldsymbol,\; \backslash mathbf^\backslash sim\; \backslash mathrm(\backslash boldsymbol,\backslash sigma^2\; \backslash mathbf)\; \backslash ,\backslash !$ -- that is, conditional on $\backslash sigma^2$, $\backslash mathbf$ is a $k\; \backslash times\; 1$ random vector that follows the multivariate normal distribution with mean $\backslash boldsymbol$ and covariance $\backslash sigma^2\backslash mathbf$ -- while, as in the univariate case, $\backslash sigma^2|\backslash alpha,\; \backslash beta\; \backslash sim\; \backslash Gamma^(\backslash alpha,\backslash beta)\; \backslash !$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Normal-inverse-gamma distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.