My goal is building a predictive model to give probabilistic forecasts.
My response variable has lots of zeros but otherwise looks close to a gamma.
I fit the whole dataset using some classification techniques and have probabilities for zero vs. nonzero for each record.
Now I run a gamma GLM on just the records with positive response.
I think in this case I have a mixture of a degenerate distribution at 0 and a gamma. How can I derive the cdf of a prediction?