In this paper a generalized hyper gamma distribution (GHGD) is proposed as the most generalized unimodal skewed probability density function (PDF). Two methods of the parameter estimation for the GHGD by the moment and the maximum likelihood estimator are presented. It is also shown that the the GHGD covers three types of important PDFs for the inverse temperature processes of the human heart beat R-R intervals in the context with the Beck-Cohen superstatistics.
