Documentation

TauCeti.Probability.Distributions.InverseGamma.Cdf

Cumulative distribution function of the inverse-gamma distribution #

This file computes the inverse-gamma cdf as an upper regularized Gamma value.

Cumulative distribution function #

@[simp]
theorem TauCeti.Probability.cdf_inverseGammaMeasure_eq {a r : ℝ} (ha : 0 < a) (hr : 0 < r) (x : ℝ) :

The cdf of a valid inverse-gamma law is the upper regularized Gamma value 1 - P(a, r / x) on the positive half-line and zero elsewhere.