On 27 Mar 2004 17:23:41 -0800, [EMAIL PROTECTED] (Gary) wrote: >Hi, there > >I really need some help for a problem I encountered in coding a matlab >program. I would like to normalize a series of random variables by a >STD, sigma; saying that the process is divided by the sigma. The STD >is drawed from a Inverse Gamma Distribution with alpha = beta = 0.001. > >But the Inverse Gamma Distribution with parameters above will always >produce some zero valued sigma. We cannot divide a number by zero-so >is there anybody can give some interesting hints?
Theoretically there should be no zeros, so what you're seeing is rounding error or some other numerical problem. Why not generate the log of the variable instead of the variable itself? The distribution you want is called the log-Gamma distribution. I've no idea if Matlab knows how to generate those. Duncan Murdoch . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
