22. Gamma Distribution

  1. Catherine Forbes1,
  2. Merran Evans1,
  3. Nicholas Hastings2 and
  4. Brian Peacock3

Published Online: 16 DEC 2010

DOI: 10.1002/9780470627242.ch22

Statistical Distributions, Fourth Edition

Statistical Distributions, Fourth Edition

How to Cite

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2010) Gamma Distribution, in Statistical Distributions, Fourth Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470627242.ch22

Author Information

  1. 1

    Monash University, Victoria, Australia

  2. 2

    Albany Interactive, Victoria, Australia

  3. 3

    Brian Peacock Ergonomics, SIM University, Singapore

Publication History

  1. Published Online: 16 DEC 2010
  2. Published Print: 29 NOV 2010

ISBN Information

Print ISBN: 9780470390634

Online ISBN: 9780470627242

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Keywords:

  • generalized gamma distribution;
  • inverted gamma distribution;
  • normal gamma distribution;
  • parameter estimation;
  • random number;
  • variate relationships

Summary

The gamma distribution includes the chi-squared, Erlang, and exponential distributions as special cases, but the shape parameter of the gamma is not confined to integer values. The gamma distribution starts at the origin and has a flexible shape. The parameters are easy to estimate by matching moments. This chapter discusses variate relationships, parameter estimation, and random number generation for gamma distribution. It explains inverted gamma distribution, normal gamma distribution and generalized gamma distribution.

Controlled Vocabulary Terms

control variate; generalized gamma distribution; inverse-gamma distribution; normal-gamma distribution