the gamma distribution is a versatile two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and...
66 KB (9,100 words) - 17:39, 27 June 2025
inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of the...
11 KB (1,632 words) - 09:32, 12 June 2025
generalized gamma distribution is a continuous probability distribution with two shape parameters (and a scale parameter). It is a generalization of the gamma distribution...
8 KB (1,208 words) - 16:43, 7 November 2024
The variance-gamma distribution, generalized Laplace distribution or Bessel function distribution is a continuous probability distribution that is defined...
5 KB (481 words) - 10:58, 22 May 2025
gamma–Poisson (mixture) distribution. The negative binomial distribution was originally derived as a limiting case of the gamma-Poisson distribution....
55 KB (8,245 words) - 10:14, 17 June 2025
exponential distribution as one of its members, but also includes many other distributions, like the normal, binomial, gamma, and Poisson distributions. The...
43 KB (6,647 words) - 17:34, 15 April 2025
chi-squared distribution χ k 2 {\displaystyle \chi _{k}^{2}} is a special case of the gamma distribution and the univariate Wishart distribution. Specifically...
45 KB (6,817 words) - 10:25, 19 March 2025
{\displaystyle f(x;x_{0},\gamma )} is the distribution of the x-intercept of a ray issuing from ( x 0 , γ ) {\displaystyle (x_{0},\gamma )} with a uniformly...
47 KB (6,934 words) - 23:28, 5 July 2025
normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions. It is...
12 KB (2,039 words) - 19:52, 19 May 2025
the normal-gamma distribution (or Gaussian-gamma distribution) is a bivariate four-parameter family of continuous probability distributions. It is the...
13 KB (2,634 words) - 02:27, 22 December 2024
inverse gamma distribution is the conjugate prior distribution of the variance of a Gaussian distribution. As a result, the location-scale t distribution arises...
55 KB (6,423 words) - 06:46, 1 June 2025
{\displaystyle \gamma _{2}={\frac {-6\Gamma _{1}^{4}+12\Gamma _{1}^{2}\Gamma _{2}-3\Gamma _{2}^{2}-4\Gamma _{1}\Gamma _{3}+\Gamma _{4}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{2}}}}...
39 KB (5,828 words) - 06:29, 11 June 2025
inverse-gamma distribution The generalized gamma distribution The generalized Pareto distribution The Gamma/Gompertz distribution The Gompertz distribution The...
22 KB (2,620 words) - 07:59, 2 May 2025
In statistics, the Wishart distribution is a generalization of the gamma distribution to multiple dimensions. It is named in honor of John Wishart, who...
27 KB (4,255 words) - 06:33, 6 July 2025
)={\frac {\Gamma (\alpha K)}{\Gamma (\alpha )^{K}}}\prod _{i=1}^{K}x_{i}^{\alpha -1}.} When α = 1,[1] the symmetric Dirichlet distribution is equivalent...
49 KB (7,756 words) - 15:35, 23 June 2025
generate random variates with compound gamma, or beta prime distributions. Another is via the ratio of independent gamma variates, as shown below. If X ∼ β...
12 KB (1,886 words) - 20:53, 23 March 2025
that the product of two independent Gamma-distributed samples (~Gamma(α,1) and Gamma(β,1)) has a K-distribution: f ( z , α , β ) = 2 Γ ( α ) − 1 Γ (...
41 KB (8,987 words) - 08:48, 30 June 2025
Tweedie distributions are a family of probability distributions which include the purely continuous normal, gamma and inverse Gaussian distributions, the...
49 KB (6,683 words) - 19:56, 2 March 2025
{\displaystyle k=1} , the distribution simplifies to the exponential distribution. The Erlang distribution is a special case of the gamma distribution in which the...
15 KB (1,969 words) - 20:24, 19 June 2025
{\displaystyle W=\mu +\sigma (Y^{-1}-1)^{\gamma },\qquad \sigma >0,\gamma >0,} then W has a Feller–Pareto distribution FP(μ, σ, γ, γ1, γ2). If U 1 ∼ Γ ( δ 1...
47 KB (6,041 words) - 05:47, 18 June 2025
Gamma (/ˈɡæmə/ ; uppercase Γ, lowercase γ; Greek: γάμμα, romanized: gámma) is the third letter of the Greek alphabet. In the system of Greek numerals...
15 KB (1,736 words) - 00:39, 6 May 2025
the mean, and a vague prior probability (such as an exponential or gamma distribution) over the positive reals for the sample size, if they are independent...
245 KB (40,559 words) - 20:35, 30 June 2025
Nakagami distribution or the Nakagami-m distribution is a probability distribution related to the gamma distribution. The family of Nakagami distributions has...
9 KB (1,243 words) - 19:00, 4 January 2025
yields a Lomax distribution. Compounding a gamma distribution with inverse scale parameter distributed according to another gamma distribution yields a three-parameter...
19 KB (2,710 words) - 19:38, 20 June 2025
In statistics, a matrix gamma distribution is a generalization of the gamma distribution to positive-definite matrices. It is effectively a different parametrization...
3 KB (194 words) - 16:59, 10 June 2025
distribution Chi-square distribution Chow test Gamma distribution Hotelling's T-squared distribution Wilks' lambda distribution Wishart distribution Modified half-normal...
14 KB (2,271 words) - 10:42, 23 April 2025
to the generalized multivariate log-gamma distribution provides a multivariate version of the Gumbel distribution. Gumbel has shown that the maximum value...
19 KB (2,858 words) - 16:26, 19 March 2025
then ∑ i = 1 N R i 2 {\displaystyle \sum _{i=1}^{N}R_{i}^{2}} has a gamma distribution with integer scale parameter N {\displaystyle N} and rate parameter...
16 KB (2,251 words) - 04:19, 13 February 2025
}\right)={\frac {\lambda ^{\nu }\Gamma (\alpha -\nu )\Gamma (1+\nu )}{\Gamma (\alpha )}}.} The Lomax distribution is a Pareto Type I distribution shifted so that its...
7 KB (764 words) - 17:12, 25 February 2025
variance parameter of a normal distribution. The same prior in alternative parametrization is given by the inverse-gamma distribution. The probability density...
12 KB (2,163 words) - 18:40, 9 March 2025