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Statistics[Distributions][Gamma] - gamma distribution
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Calling Sequence
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Gamma(b, c)
GammaDistribution(b, c)
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Parameters
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b
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scale parameter
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c
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shape parameter
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Description
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The gamma distribution is a continuous probability distribution with probability density function given by:
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subject to the following conditions:
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The gamma variate with scale parameter b and shape parameter 1 is equivalent to the Exponential variate with scale parameter b.
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The gamma variate with scale parameter 1 and shape parameter c is equivalent to the Erlang variate with shape parameter c.
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Note that the Gamma command is inert and should be used in combination with the RandomVariable command.
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Examples
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![PIECEWISE([0, u < 0], [(u/b)^(c-1)*exp(-u/b)/(b*GAMMA(c)), otherwise])](/support/helpjp/helpview.aspx?si=4624/file06579/math105.png)
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References
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Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.
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Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.
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Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
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