Log Gamma Distribution¶
A single shape parameter c>0 (Defined for all x )
f(x;c)=exp(cx−ex)Γ(c)F(x;c)=Γ(c,ex)Γ(c)G(q;c)=log[Γ−1[c,qΓ(c)]]
μ′n=∫∞0[logy]nyc−1exp(−y)dy.
μ=μ′1μ2=μ′2−μ2γ1=μ′3−3μμ2−μ3μ3/22γ2=μ′4−4μμ3−6μ2μ2−μ4μ22−3
Implementation: scipy.stats.loggamma