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Generate random number from inverse gamma distribution

Asked by khatereh on 27 May 2012

Hi, I want to get the sample from the inverse gamma distribution with two parameter a and b and I am wondering how I can do that in matlab? Please help me ! Thanks

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2 Answers

Answer by Tom Lane on 27 May 2012

If I understand the inverse gamma correctly, you can generate from x=gamrnd(a,1./b) and then take y=1./x. This would require the Statistics Toolbox.

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Answer by mengfei on 19 May 2013

agree

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