


brede_pdf_nig - Normal inverse gamma probability density
p = brede_pdf_nig(theta, sigma)
Input: theta
sigma
Output: p Probability density
This is only a demonstration function.
Example:
x = 45:0.01:55; y = 2:0.01:8; clear p
for n=1:length(x),for m=1:length(y),
p(m,n)=brede_pdf_nig(x(n),y(m));
end,end
contour(x, y, sqrt(p))
xlabel('\theta'), ylabel('\sigma')
See also BREDE, BREDE_PDF_GAUSS.
$Id: brede_pdf_nig.m,v 1.1 2004/10/26 22:56:48 fnielsen Exp $