Scaled inverse chi-squared distribution (source code)

= Scaled inverse chi-squared distribution
{title2=$\operatorname{Inv}\text{-}\chi^2(\nu,b^2)$}
{wiki}

The scaled inverse chi-squared distribution has density
$$
f(x)\propto x^{-(\nu/2+1)}\exp\!\left(-\frac{\nu b^2}{2x}\right),
\qquad x>0.
$$
It is an <inverse-gamma distribution> under a change of parameters.