# Questions tagged [gamma-distribution]

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

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### Posterior derivation with prior as Normal-Gamma distribution [duplicate]

I am studying Gary Koop's Bayesian Econometrics , it is bit confusing in the beginning. I will reproduce some results from the textbook here in order to smoothly move to my question. For a simple ...
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### A question about parameters of Gamma distribution in Bayesian econometrics

The Wikipedia article on the Gamma distribution, lists two different parameterisation methods, one of them frequently used in Bayesian econometrics with $\alpha>0$ and $\beta>0$, $\alpha$ is ...
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### Does my data come from a gamma or beta distribution? [closed]

I have data and I want to ascertain whether it is beta or gamma distribution. Once I know what the distribution is, how do I find out what the parameters are?
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### Sum of exponential random variables follows Gamma, confused by the parameters

I've learned sum of exponential random variables follows Gamma distribution. But everywhere I read the parametrization is different. For instance, Wiki describes the relationship, but don't say what ...
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### How to obtain the gamma distribution through convolution of two different distributions?

How can one obtain the gamma distribution through convolution of two different distributions? Could the gamma distribution be created as a non-trivial sum of $N$ random variables $X$ which have the ...
230 views

### How to calculate the boundary value for a random variable which is sum of variables with gamma and uniform distributions?

The variable is a sum of two random variable which obey gamma and uniform distributions, respectively. The parameters of the uniform distribution variable are determined, and the other's must be ...
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### How does one get the gamma distribution parameters from a word problem description?

I am specifically confused as to the meanings of the shaping and scaling parameters of the gamma distribution and how they are used in a real context. Once I find the correct parameters, I have the ...
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### A mixed model with gamma distribution: handling zeros

I have a panel cost data with some zero values (not missing values but rounded to 0). How should I handle zeros when I use SAS Proc Glimmix with Gamma distribution? Maybe change zero to very small ...
844 views

### How to sample from $c^a d^{a-1} / \Gamma(a)$?

I want to sample according to a density $$f(a) \propto \frac{c^a d^{a-1}}{\Gamma(a)} 1_{(1,\infty)}(a)$$ where $c$ and $d$ are strictly positive. (Motivation: This could be useful for Gibbs ...
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### What are the mean and variance for the Gamma distribution?

There are two forms for the Gamma distribution, each with different definitions for the shape and scale parameters. Rather than asking what the form is used for the gsl_ran_gamma implementation, it's ...
### How do you calculate the expectation of $\left(\sum_{i=1}^n {X_i} \right)^2$?
If $X_i$ is exponentially distributed $(i=1,...,n)$ with parameter $\lambda$ and $X_i$'s are mutually independent, what is the expectation of $$\left(\sum_{i=1}^n {X_i} \right)^2$$ in terms of $n$ ...