Probabilities.GammaStat Method

void GammaStat(Double A, Double B, ref Double AMean, ref Double AVariance, ref Double ASkewness, ref Double AKurtosis)

Gamma distribution moments (mean, variance, skewness, excess kurtosis).

#NameDescription
1AMeanReturns the mean, = A*B (shape A times scale B).
2AVarianceReturns the variance, = A*B^2.
3ASkewnessReturns the skewness, = 2/sqrt(A).
4AKurtosisReturns the EXCESS kurtosis, = 6/A.
5AShape parameter, real value > 0.
6BScale parameter, real value > 0.

Result: stored in self (calling object)

Remarks:

Returns the moments of the Gamma distribution with shape A and scale B. If A <= 0 or B <= 0 all four outputs are NAN.