HYPER INVERSE r-DISTRIBUTION AND ITS SAMPLING SCHEME
Zhi Guang Geng · Chinese Annals of Mathematics,series A · 2004
This paper presents hyper inverse Γ-distribution in order to perform Bayes inference from decomposable Gaussian graphical models. After discussing properties of Γ-distribution and inverse Γ-distribution, the authors obtain the sampling scheme of the hyper inverse Γ-distribution.