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Gamma distribution

This section contains functions for working with gamma distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the corresponding law. The gamma distribution is defined by the following formula:

pdf_gamma_distribution

where:

  • x – value of the random variable
  • а – the first parameter of distribution
  • b – the second parameter of distribution

 

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityGamma

Calculates the probability density function of the gamma distribution

MathCumulativeDistributionGamma

Calculates the value of the gamma probability distribution function

MathQuantileGamma

Calculates the value of the inverse gamma distribution function for the specified probability

MathRandomGamma

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the gamma distribution law

MathMomentsGamma

Calculates the theoretical numerical values of the first 4 moments of the gamma distribution


Updated: 2017.01.10