# Questions tagged [gamma-distribution]

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

630 questions
Filter by
Sorted by
Tagged with
671 views

### clarifying exponential-gamma conjugate prior

I'm referring to page 22 of this white paper. On page 22, it says the following: given that $s_i \sim \text{Exp}(\theta), i = 1,..,c$ $\theta \sim\text{Gamma}(k, \Theta)$, Then the posterior ...
44 views

### What is the motivation for the formula for the Gamma distribution? [duplicate]

In my statistics class, it was proven that the sum of independent and identically distributed random variables distributed according to an exponential distribution follows a gamma distribution using ...
185 views

### Probability distribution for independent time to event

I am looking at waiting times between two events from multiple patients, so I'm looking at a gamma distribution. Turns out, the model is plotting out an exponential distribution, which if I was to ...
17 views

3k views

### Interpretation of coefficients from glm Gamma

I am attempting to fit a model to a dataset with frequency (Hz) is the dependent variable. Using a generalized linear model based on a gamma distribution seems appropriate since the values of the ...
52 views

65 views

### Probability of the generalized gamma distribution

I am trying to compute the value of $\bar F(x)=1-F(x)$ where F(X) is the generalized Gamma distribution. I found that this distribution is also called the equilibrium distribution of Weibull. Someone ...
34 views

240 views

### expectation of Log Noncentral Chi

Let $X$ follow non central chi distribution, the formula of $\mathbb{E}[\log(X)]$ (or equivalently $\mathbb{E}[\log(X^2)]$ where $X^2$ is Non central chi square) can be found here and here. However, ...
46 views

### Quotient of Pareto and Gamma random variables

I cannot find an explicit formula for the quotient of a Pareto random variable divided by a Gamma random variable. The only that I found is something like, for $P(X)$ pareto's like and $P(Y)$ Gamma's ...
394 views

612 views

### What is the expected maximum value of a gamma distribution, as a function of number of samples?

I have the following situation. I have observations that fill out a gamma distribution. (At least they seem to: the distribution of values of several thousand observations looks to the eye like a ...
2k views

962 views

### Derivation of variance of normal distribution with gamma function

So I'm reading about the derivation of the variance for normal distribution and I don't understand the following derivation with the use of gamma function. So, if I continue this derivation the ...
282 views

### How to fit gamma distribution to events not happen? [duplicate]

I am trying to fit a gamma distribution to the failure time of a kind of bulb. I have 40 data. However only half of them are actually the failure time. The result 20 are times those bulbs being used (...