Inverted Gamma Distribution

docs/tutorial:stats:continuous_invgamma

Special case of the generalized Gamma distribution with $c = - 1$ and $a > 0$ and support $x \geq 0$ .

μ_{n}^{'} = \frac{Γ ( a - n )}{Γ ( a )} a > n

m_{d} = \frac{1}{a + 1}

h [X] = a - (a + 1) ψ (a) + lo g Γ (a) .

where $Ψ$ is the digamma function $ψ (z) = \frac{d}{d z} lo g (Γ (z))$ .

Implementation: scipy.stats.invgamma