On the relationship between a Gamma distributed precision parameter and the associated standard deviation in the context of Bayesian parameter inference. (arXiv:2101.06289v1 [stat.ME])

In Bayesian inference, an unknown measurement uncertainty is often quantified
in terms of a Gamma distributed precision parameter, which is impractical when
prior information on the standard deviation of the measurement uncertainty
shall be utilised during inference. This paper thus introduces a method for
transforming between a gamma distributed precision parameter and the
distribution of the associated standard deviation. The proposed method is based
on numerical optimisation and shows adequate results for a wide range of
scenarios.

Source: https://arxiv.org/abs/2101.06289

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