 Bühlmann credibility for inverse-gamma observations

In the Gamma prior for an inverse-gamma scale model, assume $k>2$. The variance of hypothetical means is $a=\alpha /[{\lambda }^2(k-1{)}^2]$, and the expected process variance is $v=\alpha (\alpha +1)/[{\lambda }^2(k-1{)}^2(k-2)]$. The Bühlmann credibility factor is $Z=n/(n+v/a)$, giving the displayed expression. The optimal affine credibility estimate is $(1-Z)\alpha /[\lambda (k-1)]+Z\overline{X}$. Its fixed-weight arithmetic-mean form differs from the reciprocal-based posterior mean.