# Questions tagged [gamma-distribution]

A non-negative continuous probability distribution indexed by two strictly positive parameters.

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### marketing hypothesis test sample size calculation

I am trying to design a coupon promotion test to measure the increase in the volume of orders from promotion versus no promotion. To do so, I want to calculate the pre-group sample size required to ...
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### Sample Size Calculation - Two Gamma Distributed Mean

I have a similar question to Sample Size Calculation - Two Independent Means, in my case, I am measuring the number of orders our customer make which follows a gamma distribution I believe. How could ...
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### Bayesian estimation of the variance

The mean of the Gamma distribution is $\alpha/\beta$, while the mean of the Inverse Gamma is $\beta/(\alpha-1)$. Similarly, the mode of the Gamma is $(\alpha-1)/\beta$, but the mode of the Inverse ...
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### Improving a model for a positively skewed continuous data (no zeros)

I have a positively skewed continuous data (no zeros), representing transactions by amount. Variables age and income were ...
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### glmer with gamma distribution - problem fitting model

I am trying to fit the gamma distribution to my data as the residuals are not normally distributed but it has been much more difficult than I anticipated. The dependent variable is response times and ...
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### Validation metric for gamma regression

I have a regression task to predict the loan default amount in the case of a default (which is always positive). I am using Gamma regression for this in LightGBM. ...
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### Posterior mean of $\mu$ in Bayesian Hierarchical model (Poisson-Gamma)

Chapter 7 of Jim Albert's book considers the case of using a hierarchical model, to estimate heart-transplant mortality rates ($\lambda_i$) from 94 hospitals, each with it's own exposure (# of ...
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### Parameterization of gamma distribution in XGBoost 'reg:gamma'

I am looking into gamma regression using XGBoost in R. I am trying to understand the negative log-likelihood used in estimating the model. Github has the following ...
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### Why are the AIC values returned by R's glm function incorrect for these families?

from the R documentation for the glm function: aic A version of Akaike's An Information Criterion, minus twice the maximized log-likelihood plus twice the number of parameters, computed via the ...
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### How to scale gamma distribution to longer interval?

I'm trying to gain intuition for how to scale the parameters of the Gamma distribution when the desired variance is not known. I'll make up an example: Let $\lambda$ be the number of 100-degree days ...
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### Highly fluctuating value of test statistic in Anderson Darling test

I am trying to verify whether my sampled data is from a population with a Gamma density function. My plan is to do this by means of the Anderson-Darling test. Before doing so, I thought it would be ...
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### Gamma distribution and hyperparameters

The formula for mean and variance of a gamma distribution is given by a/b and a/b^2 (hyperparameters) respectively.Are they estimates of the posterior gamma distribution? Can prior, likelihood and ...
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### Comparing Gamma GLMS using Analysis of Deviance

Im new to stats/R and have just started a course on generalized linear models and am a little confused. Im comparing two gamma glms using analysis of deviance to see whether m0 is a reasonable ...
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### How to scale the probability in the gamma probability density function for modeling infectious disease transmission's latent period?

I like to model infectious disease transmission between people over time. Usually there is a latent period (or delay) between the initial infection of person A and when person A becomes infectious to ...
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