Questions tagged [gamma-distribution]

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

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Is it possible to understand pareto/nbd model conceptually?

I am learning to use BTYD package that uses Pareto/NBD model to predict when will be a customer is expected to be back. However, all literature on this model is full of mathematics and there does not ...
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How is a Chi-square distribution a gamma distribution if it only has one parameter?

I know that the gamma family of distributions are a two-parameter family, but Chi-square only has one parameter. How is a Chi-square distribution a gamma distribution if it only has one parameter?
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Finding Cramer Rao Lower bound for a bivariate parameter

I am having a hard time figuring out the Cramer Rao lower bound for a random sample of size $n$ from a population with $\Gamma(p, \theta)$ with $p, \theta$ unknown. The problem doesn't say what ...
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Efficient estimator for the mean of a Gamma distribution

Let $X_1$,$X_2$,...,$X_n$ be i.i.d. according to Gamma($\alpha$,$\beta$). Denote the mean by $\mu := E[X_i] = \alpha/\beta$. Can you find an unbiased and efficient estimator for $\mu$? MLE gives ...
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Poisson distribution and minimum parameters

I am trying to work out a research problem I recently faced. I have a group of Poisson random variables and I want to find the distribution of the first sample that is equal to a specific number. In ...
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How to assess selected response distribution [closed]

I am trying to predict the impact of readmission events (continuous) and type of readmission (medical, surgical, other) on total hospital costs. Because costs are skewed by nature, I am using a Gamma ...
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mean variance relationship of the generalized Gamma

The Gamma distribution has a mean-variance power relationship of $$var(Y) = a \mu^2$$ where $a$ is a constant and $\mu$ is the mean. Is this also the case for the generalized Gamma distribution? ...
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Random Variate Generation for the Gamma Distribution [closed]

Why am I getting the following error when I try random generation for the gamma distribution? The code I am trying to run: rgamma <- (n = 500, shape>= 1, scale = 1) This is the error I get : ...
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Survivor Function vs. Hazard Function

I'm attempting to understand what the survivor and hazard functions describe under a non-traditional context. I have data comprising distances between successive points on a line ($1D$ vector): ...
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If I have three sets of continuous data which are not normally distributed, can I still compare them with ANOVA?

I have three sets of data from some experiments. I fitted each set to different distributions, and each one fits a different distribution. For example, Gamma, Weibull, and Lognormal. If I want to ...
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Alternatives to fitdistr for gamma in R?

Consider the following code in R: ...
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Calculating the likehood from the coeficients of logistical regression

I am doing a logistical regression and need to calculate the likehood from the null model and from each feature model and to after that get the p-value.The problem states: a) Create a model that ...
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Improve fit of a Gamma distribution

My dependent variable has a distribution as below: I fit a gamma distribution with log link using ...
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Is there another interpretation for a Gamma distribution with non-integer shape parameter?

It is well known that a random variable being Gamma distributed with integer shape parameter $k$ is equivalent to the sum of the squares of $k$ normally distributed random variables. But what can I ...
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Estimating Gamma MLE with left truncated data (using R and maxLik)

I'm trying to find the maximum likelihood estimation of the parameters of a Gamma distributed random variable using maxLik. The following code explain what I did: ...
I've been working on the following problem and I'm confused about how to get started: Let $X_1, X_2,\dots, X_n$ denote i.i.d. real valued random variables, each absolutely continuous with an ...
Assume that $X \sim Ga(\alpha_1, \beta_1)$ and $Y \sim Ga(\alpha_2, \beta_2)$. Define $Z= X/Y$. What 's the distribution of $Z$?