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.
Distribution name
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Generalised
gamma distribution
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Common notation
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Parameters
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=
shape parameter ()
=
shape parameter ()
=
scale parameter ()
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Domain
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Probability density
function
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Cumulative distribution
function
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Mean
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Variance
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Skewness
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(Excess) kurtosis
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where:
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Other comments
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Its non-central moments are:
The Weibull
distribution is a special case with . The gamma distribution
is a special case with .
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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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