The Gamma Distribution Notes

The Gamma Distribution Notes

The Gamma Distribution

The gamma distribution is a flexible distribution that may offer a good fit to some sets of life data. Sometimes called the Erlang distribution, the gamma distribution has applications in Bayesian analysis as a prior distribution, and it is also commonly used in queueing theory.

The pdf of the gamma distribution is given by:

where:

where  and .

The gamma distribution and its characteristics are presented in The Gamma Distribution.

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