2012-07-01から1ヶ月間の記事一覧
A log-gamma random variable, $Y$, is defined as, \[ Y=\exp(-X) \] where $X \in [0, \infty)$ follows a gamma distribution, and $Y \in (0, 1]$. The probability density function of the log-gamma distribution is \[ f_Y(y)=\frac{b^a\left\{\log(…