Generate random number from inverse gamma distribution

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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

Answers (1)

Tom Lane
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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