The inverse gamma distribution
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The inverse gamma distribution describes the distribution of
the reciprocal of a variable distributed according to the gamma distribution.
![[SmartChart]](I/InverseGammaDistribution_files/image001.gif)
![[SmartChart]](I/InverseGammaDistribution_files/image002.gif)
![[SmartChart]](I/InverseGammaDistribution_files/image003.gif)
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Distribution name
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Inverse gamma
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Common notation
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Parameters
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 =
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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Characteristic function
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Other comments
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Also called the log Pearson type 5 distribution.
Its mode is 
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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 “inverse 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 “inverse gamma3”, see also including
additional shift and scale parameters. For details of other supported
probability distributions see here.
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