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#### Inverse Gamma Distribution

    #include <boost/math/distributions/inverse_gamma.hpp>

    namespace boost{ namespace math{

    template <class RealType = double,
              class Policy   = policies::policy<> >
    class inverse_gamma_distribution
    {
    public:
       typedef RealType value_type;
       typedef Policy   policy_type;

       inverse_gamma_distribution(RealType shape, RealType scale = 1)

       RealType shape()const;
       RealType scale()const;
    };

    }} // namespaces

The inverse_gamma distribution is a continuous probability distribution of the reciprocal of a variable distributed according to the gamma distribution.

The inverse_gamma distribution is used in Bayesian statistics.

See inverse gamma distribution.

R inverse gamma distribution functions.

Wolfram inverse gamma distribution.

See also Gamma Distribution.

| Note
In spite of potential confusion with the inverse gamma function, this distribution does provide the typedef:
    typedef inverse_gamma_distribution<double> gamma;
If you want a `double` precision gamma distribution you can use
    boost::math::inverse_gamma_distribution<>
or you can write `inverse_gamma my_ig(2, 3);`

For shape parameter α and scale parameter β, it is defined by the probability density function (PDF):

f(x;α, β) = βα * (1/x) α+1 exp(-β/x) / Γ(α)

and cumulative density function (CDF)

F(x;α, β) = Γ(α, β/x) / Γ(α)

The following graphs illustrate how the PDF and CDF of the inverse gamma distribution varies as the parameters vary:

##### Member Functions

    inverse_gamma_distribution(RealType shape = 1, RealType scale = 1);

Constructs an inverse gamma distribution with shape α and scale β.

Requires that the shape and scale parameters are greater than zero, otherwise calls domain_error.

    RealType shape()const;

Returns the α shape parameter of this inverse gamma distribution.

    RealType scale()const;

Returns the β scale parameter of this inverse gamma distribution.

##### Non-member Accessors

All the usual non-member accessor functions that are generic to all distributions are supported: Cumulative Distribution Function, Probability Density Function, Quantile, Hazard Function, Cumulative Hazard Function, mean, median, mode, variance, standard deviation, skewness, kurtosis, kurtosis_excess, range and support.

The domain of the random variate is [0,+∞].

| Note
Unlike some definitions, this implementation supports a random variate equal to zero as a special case, returning zero for pdf and cdf.

##### Accuracy

The inverse gamma distribution is implemented in terms of the incomplete gamma functions gamma_p and gamma_q and their inverses gamma_p_inv and gamma_q_inv: refer to the accuracy data for those functions for more information. But in general, inverse_gamma results are accurate to a few epsilon, >14 decimal digits accuracy for 64-bit double.

##### Implementation

In the following table α is the shape parameter of the distribution, α is its scale parameter, x is the random variate, p is the probability and q = 1-p.

Function | Implementation Notes
--- | ---
pdf | Using the relation: pdf = gamma_p_derivative(α, β/ x, β) / x * x
cdf | Using the relation: p = gamma_q(α, β / x)
cdf complement | Using the relation: q = gamma_p(α, β / x)
quantile | Using the relation: x = β / gamma_q_inv(α, p)
quantile from the complement | Using the relation: x = α / gamma_p_inv(α, q)
mode | β / (α + 1)
median | no analytic equation is known, but is evaluated as quantile(0.5)
mean | β / (α - 1) for α > 1, else a domain_error
variance | (β * β) / ((α - 1) * (α - 1) * (α - 2)) for α >2, else a domain_error
skewness | 4 * sqrt (α -2) / (α -3) for α >3, else a domain_error
kurtosis_excess | (30 * α - 66) / ((α-3)*(α - 4)) for α >4, else a domain_error