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InverseGammaPdf Method (Double, Double, Double)

Static probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function

Namespace:  FinMath.Statistics.Distributions
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public static double Pdf(
	double x,
	double shape,
	double scale
)

Parameters

x
Type: SystemDouble
Value of random variable.
shape
Type: SystemDouble
Shape.
scale
Type: SystemDouble
Scale.

Return Value

Type: Double
Probability that random variable sample will be in locality of given value.
See Also