Gamma

The gamma distribution is a two-parameter family of continuous probability distributions. It has a scale parameter θ and a shape parameter k.

This topic contains the following sections:

Constructor

Constructor	Description	Performance
set parameters	Creates new instance of Gamma with user specified parameters. Gamma(Double, Double)
set random generator	Creates new instance of Gamma with user specified generator and parameters. Gamma(RandomGenerator, Double, Double)

Description

Performance

set parameters

Creates new instance of Gamma with user specified parameters.

set random generator

Creates new instance of Gamma with user specified generator and parameters.

Methods

Method	Description	Performance
sample	Generate random variable sample. Sample Fill in array with random variable series in place: Sample(Double) Static method which generates new sample of Gamma distribution variate with specified parameters: Sample(Double, Double) Sample(RandomGenerator, Double, Double)
pdf	Probability density function. where Γ denotes the Gamma function. Pdf(Double) Static probability density function. Pdf(Double, Double, Double)
cdf	Cumulative distribution function. where γ is the lower incomplete gamma function. Cdf(Double) Static cumulative distribution function. Cdf(Double, Double, Double)
inverse cdf	Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter. InverseCdf(Double, Double, Double)

Properties

Property	Description	Performance
shape	Shape of the distribution. Shape
scale	Scale of the distribution. Scale
mean	Mean of the distribution. Mean
mode	Mode of distribution. Mode
kurtosis	Excess Kurtosis of distribution. Kurtosis
skewness	Skewness of distribution. Skewness
variance	Variance of the distribution. Variance
standard deviation	Standard deviation of the distribution. StandardDeviation