Gamma distribution probability density function

This gives the probability density of a continuous random variable following a gamma distribution with shape alpha and scale beta. It is used to model positive, skewed quantities such as waiting times, rainfall totals, and insurance claim sizes.

f(x) = \frac{x^{\alpha - 1} e^{-x/\beta}}{\beta^{\alpha} \Gamma(\alpha)}, \quad x > 0, \ \alpha > 0, \ \beta > 0

What the symbols mean

probability density at x
value of the random variable, x > 0
shape parameter, \alpha > 0
scale parameter, \beta > 0
gamma function evaluated at \alpha
Euler's number, base of the natural logarithm

About this formula

  • FieldStatistics
  • TopicProbability distributions
  • LevelUniversity
  • Also calledgamma distribution pdf, gamma density function, gamma distribution formula, shape scale gamma density, gamma pdf, probability density gamma distribution
  • SourceWikidata Q117806

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