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)
:
↑(ProbabilityTheory.cdf (inverseGammaMeasure a r)) x = if x ≤ 0 then 0 else 1 - regularizedGamma a (r / x)
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.