Inverse Gamma Distribution with Threshold

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Inverse Gamma Distribution with Threshold

Probability Density Function (PDF)

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Cumulative Distribution Function (CDF)

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


Range 0 ≤ 𝑥 - 𝜃 < ∞

Scale parameter 𝛼 > 0

Shape parameter 𝛽 > 0

Threshold parameter 𝜃 < min(𝑥)


Define, Measure, Analyze, Improve, Control

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Simulate, Optimize, Realize

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