Problem with ksdensity with Inverse gamma(0.001, 0.001)
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Hello! I am trying to plot the ksdensity of an Inverse gamma(0.001, 0.001) but the plot has only one point. The commands I used are
alpha1 = 0.001;
beta1 = 0.001;
n = 1e+5;
r=1./gamrnd(alpha1,1/beta1,n,1);
[f,xi] = ksdensity(r);
plot(xi,f,'--m');
The first term of f is a real number and all the others are NaN. The first term of xi is a real number and all the others are Inf.
Could you please me help me with this.
Thank you very much.
1 Comment
Brendan Hamm
on 20 Jul 2015
With these values of alpha and beta almost all weight in the gamma distribution is near zero. Therefore your r values are very likely to be Inf.
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