the gamma distribution is a versatile two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and...

inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of the...

exponential distribution as one of its members, but also includes many other distributions, like the normal, binomial, gamma, and Poisson distributions. The...

{\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...

chi-squared distribution χ k 2 {\displaystyle \chi _{k}^{2}} is a special case of the gamma distribution and the univariate Wishart distribution. Specifically...

{\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}}}}...

gamma–Poisson (mixture) distribution. The negative binomial distribution was originally derived as a limiting case of the gamma-Poisson distribution....

the normal-gamma distribution (or Gaussian-gamma distribution) is a bivariate four-parameter family of continuous probability distributions. It is the...

generalized gamma distribution is a continuous probability distribution with two shape parameters (and a scale parameter). It is a generalization of the gamma distribution...

)={\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...

normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions. It is...

inverse gamma distribution is the conjugate prior distribution of the variance of a Gaussian distribution. As a result, the location-scale t distribution arises...

distribution Chi-square distribution Chow test Gamma distribution Hotelling's T-squared distribution Wilks' lambda distribution Wishart distribution Modified half-normal...

{\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...

inverse-gamma distribution The generalized gamma distribution The generalized Pareto distribution The Gamma/Gompertz distribution The Gompertz distribution The...

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 (...

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...

{\displaystyle k=1} , the distribution simplifies to the exponential distribution. The Erlang distribution is a special case of the gamma distribution in which the...

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...

The variance-gamma distribution, generalized Laplace distribution or Bessel function distribution is a continuous probability distribution that is defined...

In statistics, the Wishart distribution is a generalization of the gamma distribution to multiple dimensions. It is named in honor of John Wishart, who...

Gamma (/ˈɡæmə/; uppercase Γ, lowercase γ; Greek: γάμμα, romanized: gámma) is the third letter of the Greek alphabet. In the system of Greek numerals it...

statistics, the generalized integer gamma distribution (GIG) is the distribution of the sum of independent gamma distributed random variables, all with...

In statistics, a matrix gamma distribution is a generalization of the gamma distribution to positive-definite matrices. It is effectively a different parametrization...

Binomial distribution Compound Poisson distribution Conway–Maxwell–Poisson distribution Erlang distribution Exponential distribution Gamma distribution Hermite...

Nakagami distribution or the Nakagami-m distribution is a probability distribution related to the gamma distribution. The family of Nakagami distributions has...

normal-inverse-gamma distribution, which is the product of the two distributions just defined, with conjugate priors used (an inverse gamma distribution over the...

In probability and statistics, the Gamma/Gompertz distribution is a continuous probability distribution. It has been used as an aggregate-level model of...

Increments of Laplace motion or a variance gamma process evaluated over the time scale also have a Laplace distribution. A random variable has a Laplace ⁡ (...

to the generalized multivariate log-gamma distribution provides a multivariate version of the Gumbel distribution. Gumbel has shown that the maximum value...