How to generate inverse gamma distributions with given mean and variance?

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Zijin Xu
Zijin Xu am 7 Apr. 2019
Beantwortet: Zijin Xu am 7 Apr. 2019
Hi, how do I take G draws from a univariate Inverse Gamma distribution with mean = 0.25, std = 0.4? I would like to use these draws to generate a plot of the corresponding pdf. Thanks!

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Zijin Xu
Zijin Xu am 7 Apr. 2019
Never mind, I think I found the answer.
With mean and variance, the two parameters can be numerically solved. The rest of the work is then straightforward.

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