LogGamma — The exponential of a gamma-distributed
variable
Usage
LogGamma(a: Double, b: Double) → Distribution<Double>
Arguments
-
a: -
Shape parameter of the distribution of log(X)
-
b: -
Scale parameter of the distribution of log(X)
Description
For X drawn from LogGamma(a,b), log(X) has a Gamma distribution with shape a and scale b (not rate). Thus X > 1; the mean and variance of log(X) are a*b and a*b^2.