represents an exp-gamma distribution with shape parameter κ, scale parameter θ, and location parameter μ.
- ExpGammaDistribution is at times confused with LogGammaDistribution.
- ExpGammaDistribution is also known as generalized extreme value distribution.
- The survival function for value in an exp-gamma distribution is proportional to .
- ExpGammaDistribution allows κ and θ to be any positive real numbers and μ any real number.
- ExpGammaDistribution can be used with such functions as Mean, CDF, and RandomVariate.
Introduced in 2010