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The generalised gamma distribution

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The generalised gamma (or generalized gamma) distribution is a generalisation of the gamma distribution that includes several of the parametric distributions typically used in survival analysis.

 

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Distribution name

Generalised gamma distribution

Common notation

Parameters

 = shape parameter ()

 = shape parameter ()

 = scale parameter ()

Domain

Probability density function

Cumulative distribution function

Mean

Variance

Skewness

(Excess) kurtosis

where:

Other comments

Its non-central moments are:

The Weibull distribution is a special case with . The gamma distribution is a special case with .

 

Nematrian web functions

 

Functions relating to the above distribution may be accessed via the Nematrian web function library by using a DistributionName of “generalised gamma”. Functions relating to a generalised version of this distribution including an additional location (i.e. shift) parameter may be accessed by using a DistributionName of “generalised gamma4”, see also including additional shift and scale parameters. For details of other supported probability distributions see here.

 


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