# Questions tagged [gamma-distribution]

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

213 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
722 views

### 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 ...
3k views

### 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 ...
180 views

500 views

### Basic idea of zero inflated two part models(hurdel) and application to big data (machine learning)

I'm currently working on the data which has 90% 0s in response variable. Based on my research, it seems zero inflated models could be a solution to this. However, while I was reading related documents,...
2k views

84 views

### How much better is the best Moment Bound?

I've been looking at Gabor Lugosi's wonderful notes on concentration of measure inequalities. On page 7 of the notes the exercise asks you to show that  min_q\mathbb{E}(X^q)t^{-q} \leq inf_{s\geq ...
216 views

### 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.
63 views

### 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....
### 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 ...