Statistics - Log Gamma Distribution


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Log Gamma Distribution is a probability density function with positive shape parameters α,β and location parameter μ. It is defined by following formula.

Formula

f(x)=eβxeexααβΓ(β)where>x<

Where −

  • α = positive shape parameter.

  • β = positive shape parameter.

  • x = random variable.

Following diagram shows the probability density function with three different parameter combinations.

Log Gamma Distribution