Log Gamma Distribution#

A single shape parameter c>0 . The support is xR.

f(x;c)=exp(cxex)Γ(c)F(x;c)=γ(c,ex)Γ(c)G(q;c)=log(γ1(c,qΓ(c)))

where γ is the lower incomplete gamma function, γ(s,x)=x0ts1etdt.

μn=0[logy]nyc1exp(y)dy.
μ=μ1μ2=μ2μ2γ1=μ33μμ2μ3μ3/22γ2=μ44μμ36μ2μ2μ4μ223

Implementation: scipy.stats.loggamma