Probabilities.GammaCDF Function

Gamma cumulative distribution function (CDF).

Pascal

function GammaCDF(x: double; a: double; b: double): double; overload;

Parameters	Description
x	Distribution domain, real positive value.
a	Defines distribution scale parameter. a must be a positive scalar.
b	Defines distribution shape parameter. b must be a positive scalar.

Returns

the Gamma cumulative distribution function (CDF) for value x using the parameters a and b. Both parameters a and b must be positive, otherwise the result is NAN.

Description

The gamma cumulative distribution is defined by the following equation:

where Gamma denotes the gamma function. The result is the probability that a single observation from a gamma distribution with parameters a and b will fall in the interval [0,x].