Gamma

Overview


The gamma distribution is a continuous probability distribution parameterized by two parameters {% \alpha %}, {% \beta %}.

Gamma Function


The gamma function is defined to be
{% \Gamma(z) = \int_0^{\infty} x^{z-1}e^{-x}dx %}

Gamma Distribution


The distribution is given by the following function.
{% f(x,\alpha,\beta) = \frac{x^{\alpha-1}e^{- \beta x}\beta^{\alpha}}{\Gamma(\alpha)} %}

Gamma Library


The gamma library provides functionality for doing computations with the gamma distribution.

/lib/statistics/distributions/gamma/v1.0.0/gamma.mjs
					

Monte Carlo


the gamma library provides a method for computing simulated gamma variables.


let gm = await import('/lib/statistics/distributions/gamma/v1.0.0/gamma.mjs');
let alpha = 0.5;
let beta = 1;
let variate = gm.random(alpha,beta);
				
Try it!

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