Beitr\ EMIS ELibM Electronic Journals Beiträge zur Algebra und Geometrie
Contributions to Algebra and Geometry
Vol. 49, No. 1, pp. 217-225 (2008)

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The Geometric Structure of the Inverse Gamma Distribution

Tongzhu Li, Linyu Peng and Huafei Sun

Department of Mathematics, Beijing Institute of Technology, Beijing, 100081 China; e-mail: litz@pku.org.cn e-mail: bityuquansuperman@126.com e-mail: sunhuafei@263.net

Abstract: In the present paper we study the geometric structure of the inverse Gamma manifold from the viewpoint of information geometry and give the Kullback divergence, the J-divergence and the geodesic equations. Also, some applications of the inverse Gamma distribution are provided.

Keywords: the inverse Gamma distribution, Ricci curvature, Gaussian curvature, divergence

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Electronic version published on: 26 Feb 2008. This page was last modified: 28 Jan 2013.

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