Loss Models: From Data to Decisions, 4th Edition

A.3 Transformed gamma family

A.3.1 Three-parameter distributions

A.3.1.1 Transformed gamma—α, θ, τ (generalized gamma)

A.3.1.2 Inverse transformed gamma—α, β, τ (inverse generalized gamma)

A.3.2 Two-parameter distributions

A.3.2.1 Gamma—α, θ (When α = n/2 and θ = 2, it is a chi-square distribution with n degrees of freedom.)

A.3.2.2 Inverse gamma—α, θ (Vinci)

A.3.2.3 Weibull—θ, τ

A.3.2.4 Inverse Weibull—θ, τ (log-Gompertz)

A.3.3 One-parameter distributions

A.3.3.1 Exponential—θ

A.3.3.2 Inverse exponential—θ