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Inverse Gamma Distribution with Threshold

    Probability Density Function (PDF)
      EXPFORECASTStep3
    Cumulative Distribution Function (CDF)
      EXPFORECASTStep3
    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)

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