Probabilities.GammaPDF Function

Gamma probability density function (PDF).

Pascal

function GammaPDF(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 probability density function (PDF) for value x using the parameters a and b.

Description

Calculates the Gamma distribution probability density function, defined by the equation:

where Gamma denotes the Math387.Gamma function. The Gamma distribution is especially important in that it allows us to define two families of random variables, the exponential and chi-squared, that are used extensively in applied statistics. Gamma probability density function can be useful in reliability models of lifetimes.The gamma distribution is more flexible than the exponential in that the probability of surviving an additional period may depend on age.