Log Gamma Distribution


Statistics – Log Gamma Distribution


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Log Gamma Distribution is a probability density function with positive shape parameters $ {alpha, beta } $ and location parameter $ { mu } $. It is defined by following formula.

Formula

${ f(x) = frac{e^{beta x}e^{frac{-e^x}{alpha}}}{ alpha^beta Gamma(beta)} \[7pt]
, where -infty gt x lt infty }$

Where −

  • ${alpha}$ = positive shape parameter.

  • ${beta}$ = positive shape parameter.

  • ${x}$ = random variable.

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

Log Gamma Distribution

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