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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][SmartChart][SmartChart]

 

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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