Inverse Gamma Distribution with Threshold
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Probability Density Function (PDF)
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Cumulative Distribution Function (CDF)
- where 𝛤(s) is the gamma function, and 𝛾(s, 𝑥) is the lower incomplete gamma function.
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• Range 0 ≤ 𝑥 - 𝜃 < ∞
• Scale parameter 𝛼 > 0
• Shape parameter 𝛽 > 0
• Threshold parameter 𝜃 < min(𝑥)
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