Create an ExpGamma Distribution:
If a variable has a Gamma distribution with parameters alpha and beta, then
its logarithm has an ExpGamma distribution with parameters alpha, beta, and gamma = 1.
Usage
expgamma(alpha = 1, beta = 1, gamma = -2)
Arguments
alpha
The "shape" parameter of the corresponding Gamma distribution.
beta
The "rate" parameter of the corresponding Gamma distribution.
gamma
The scale parameter for the logarithmhic scale. By default, gamma = -2.
Value
An ExpGamma distribution.
Details
The ExpGamma has probability density function
$$f(x | \alpha,\beta,\gamma)=\exp(\alpha\gamma x - \beta \exp(\gamma x))$$