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Questions tagged [gamma-distribution]

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

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What is the intuition behind the expected transaction value for a customer in the gamma-gamma model?

Background and Motivation: I was reading the paper RFM and CLV: Using Iso-Value Curves for Customer Base Analysis by Peter S. Fader, Bruce G. S. Hardie and Ka Lok Lee, in an attempt to gain some ...
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How do I identify the “Long Tail” portion of my distribution?

I have a number of series that would typically be described as normal skewed or Gamma distributed. For example, say I have a group of customers and have calculated their spend over a fixed length of ...
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How to compare models with different distributional assumptions for response variable in GLM?

Let's say I have measurements $Y$ which are all positive, and the distribution seems to be somewhat skewed. I'm modelling $Y$ in GLM framework. Now I could set my GLM using different distributional ...
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Estimating parameters of inifinite scale mixture from data

Suppose that I have an infinite scale mixture of zero-mean normal distributions, whose mixing distribution is gamma with parameters $\alpha$ and $\beta$. The data is thus distributed according to a ...
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MLE for Gamma Shifted Distribution

I need to fit a gamma distribution that is shifted to the left and truncated at zero (so that for example, my data may only come from the right tail of the full distribution, and I don't have any ...
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How Gamma generalized linear model with zero dependent variable value is derived?

I understand that Gamma distribution generates only positive values. And this is reflected in R gamma family glm function which ...
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Characterizing a distribution

I have a set of words which in a given year has a frequency of occurrence k. I can observe that these words follow frequencies k1, k2, k3,....kn in the following year. If I have some data in the form ...
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Do mismatches in areas of peak density affect the KS-test more than mismatches in low-density areas?

In the following plot you see my empirical data (black) plotted against a hypothesised distribution (blue). However, a KS-test shows that there is no indication that my sample follows this ...
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What is the problem in my CDF derivation?

Let $Z = \frac{XY}{aX+bY+c}$ where the random variable $X$ and $Y$ follows gamma distribution such that $X\sim G(\lambda_x,\theta_x)$ and $Y\sim G(\lambda_y,\theta_y)$ The CDF of $Z$ can be ...
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Not sure if a gamma glm or glmm is needed

I am fitting a linear model for de CO2 dataset in r, I want to predict plant uptake (always positive) using Type, conc, and treatment, a quick look at the data ...
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finding process corresponding to laplace transform

I have a positive stochastic process $X(t)$ with Laplace transforms $$\mathbb{E}\left[\mathrm{e}^{-uX(t)}\right]=\left(\frac{a+u\mathrm{e}^{-\kappa t}}{a+u}\right)^{b}$$ One can clearly see that the ...
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How can i express non central chi square random variable in terms of gamma function?

I know the relation between central chi square and gamma random variables.But i am not able to get relation between gamma and non central chi-square distribution.
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Put Together Results from GLM Gamma Models

I have a set of healthcare data in which I used GLM Gamma to model the healthcare spending. Then I am trying to put together the results in a style that is similar to this: http://onlinelibrary.wiley....
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Let $X$ have the gamma $(r, \lambda)$ distribution. Show that $P(X \ge 2E(X)) \le (2/e)^r$

Let $X$ have the gamma $(r, \lambda)$ distribution. Show that $P(X \ge 2E(X)) \le (2/e)^r$. I do not know how to approach this. I am thinking of Chernoff Bounds, but what trips me up is how to ...
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Convolve Gamma distribution with Triangle distribution?

I am working on the use of distributed delay applied to pharmacometric models. Specifically, the delay kernel I am interested in is the Gamma distribution, with non-integer shape. The historical ...
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Detect the correct distribution from a small sample size by using fitdistrplus in R

The simplest version of the issue that I am looking for help is: How to detect the correct distribution from a small sample size in R by using fitdistrplus A simpler version: I am generating some ...
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Expectation of ratio between product of gaussian r.v.'s and generalized gamma r.v

Given \begin{equation}\label{eq:definition_of_z} \begin{split} \textbf{Z} = \left[\begin{array}{cccc} {z}_{11} & {z}_{12} & \cdots & {z}_{1P} \\ {z}_{21} & {z}_{22} & \cdots & {...
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How to check the correctness of calculations with a gamma distribution?

I’m reading Ponomareva, Roman, and Date (2015) and trying to generate vector $P$ of the $2Ns + 3$ probability weights: P =\{\underbrace{p_1, p_2, \ldots, p_s, p_1, p_2, \ldots, p_s,p_1, p_2, \ldots, ...
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Log link vs logging response variable in GAM model

hope someone might be able to help: My aim is to build a value predictor of an individual’s pension pot using customer data (based in the UK). It is to be used for reporting purposes and ...
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How to compare shape of gamma distributions to detect population change

Sorry if this question is poorly composed due to lack of stats knowledge. Any advice to point me in the right direction would be greatly appreciated: I'm hoping to detect if a dataset originated from ...
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Generate Gamma distributed values with upper bound

I need to generate N random numbers from a Gamma distribution, but with an upper bound Pmax using Matlab. Right now, I see two ...