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.
Distribution name

Inverse gamma

Common notation


Parameters

=
shape parameter ()
=
scale parameter ()

Domain


Probability density
function


Cumulative distribution
function


Mean


Variance


Skewness


(Excess) kurtosis


Characteristic function


Other comments

Also called the log Pearson type 5 distribution.
Its mode is

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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