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How do we formulate scaled inverse chi squared from InverseChiSquareDistribution[v]?

Posted 2 years ago

Hello community, If we input

TransformedDistribution[1/u, u \[Distributed] ChiSquareDistribution[v]]

we get

InverseChiSquareDistribution[v]

Now, even there is a function of InverseChiSquareDistribution[v,s], where v is degrees of freedom and s is scale, for learning purposes, how do we get the same analogy as the inverse of Chi-Square above by using TransformedDistribution of ChiSquareDistribution[v] to get the output of InverseChiSquareDistribution[v,s]?
I am lost where to apply the scale s in the TransformedDistribution function.
Thanks much

POSTED BY: Budana P
2 Replies
Posted 2 years ago

Thank you very much, Jim. In simple terms for the correct transformation, the scale factor is to be multiplied by the degrees of freedom for a "lumped scale" multiplier. My mistake was to only multiply the scale factor with the underlying distribution and gave up :)

POSTED BY: Budana P
Posted 2 years ago
POSTED BY: Jim Baldwin
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