Gamma — The gamma distribution

Usage

Gamma(a: Double, b: Double) → Distribution<Double>

Arguments

a:

The shape parameter

b:

The scale parameter

Description

mean = a * b
variance = a*b^2

Examples

~Gamma(1.0, mu)                   # An exponential
~IID(10, Gamma(0.5, 2))            # 10 samples
quantile(Gamma(0.5, 2), 0.95)
density(Gamma(0.5,2), 0.95)

See also