Log Gamma Distribution is a probability density function with positive shape parameters α,βα,β and location parameter μμ. It is defined by following formula.

Formula

f(x)=eβxe−exααβΓ(β)where−∞>x<∞f(x)=eβxe−exααβΓ(β)where−∞>x<∞

Where −

·        αα = positive shape parameter.

·        ββ = positive shape parameter.

·        xx = random variable.

Following diagram shows the probability density function with three different parameter combinations.