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Log Gamma Distribution
Statistics - Log Gamma Distribution
Log Gamma Distribution is a probabipty density function with positive shape parameters $ {alpha, eta } $ and location parameter $ { mu } $. It is defined by following formula.
Formula
${ f(x) = frac{e^{eta x}e^{frac{-e^x}{alpha}}}{ alpha^eta Gamma(eta)} \[7pt] , where -infty gt x lt infty }$
Where −
${alpha}$ = positive shape parameter.
${eta}$ = positive shape parameter.
${x}$ = random variable.
Following diagram shows the probabipty density function with three different parameter combinations.
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