Inverse Gamma Distribution

Inverse Gamma Distribution

Probability Density Function (PDF)

Cumulative Distribution Function (CDF)

where 𝛤(s) is the gamma function, and 𝛾(s, x) is the lower incomplete gamma function.

Range 0 ≤ 𝑥 < ∞

Scale parameter 𝛼 > 0

Shape parameter 𝛽 > 0