Log‐Gamma Distribution
Ping Shing Chan
Abstract
Ping Shing Chan
Abstract
Abstract The density function of a log‐gamma distribution is given. Its moment generating function and hence the mean, variance, coefficients of skewness, and kurtosis are derived. Two other forms of the distribution under reparametrization are also given such that the normal distribution is included as a member of the distribution. Its relationship to the generalized gamma distribution will also be discussed
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Abstract The density function of a log‐gamma distribution is given. Its moment generating function and hence the mean, variance, coefficients of skewness, and kurtosis are derived. Two other forms of the distribution under reparametrization are also given such that the normal distribution is included as a member of the distribution. Its relationship to the generalized gamma distribution will also be discussed
Key concepts: Kurtosis, Variance-gamma distribution, Gamma distribution, Generalized gamma distribution, Skewness, Mathematics, Distribution (mathematics), Inverse-gamma distribution