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Meaning
  1. 1
    English · JMdict
    mathematics gamma distribution
  2. 2
    English · Wikipedia

    In probability theory and statistics, the gamma distribution is a two-parameter family of continuous probability distributions. The common exponential distribution and chi-squared distribution are special cases of the gamma distribution. There are three different parametrizations in common use: 1. \n* With a shape parameter k and a scale parameter θ. 2. \n* With a shape parameter α = k and an inverse scale parameter β = 1/θ, called a rate parameter. 3. \n* With a shape parameter k and a mean parameter μ = k/β. In each of these three forms, both parameters are positive real numbers. The gamma distribution is the maximum entropy probability distribution for a random variable X for which E[X] = kθ = α/β is fixed and greater than zero, and E[ln(X)] = ψ(k) + ln(θ) = ψ(α) − ln(β) is fixed (ψ is the digamma function).

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