Trivial Question on Gamma Distribution Function

In summary, the nature of the curve remains unchanged when a random variable X, following Gamma Distribution Function with parameters K and theta, is added with a constant. The resulting distribution, Y, is defined as a generalized gamma distribution with parameters alpha, a, and lambda. Therefore, if Y follows a Gamma distribution with parameters alpha, a, and lambda, then Y+k follows a Gamma distribution with parameters alpha, a+k, and lambda.
  • #1
I_am_learning
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If a random variable X follows Gamma Distribution Function with parameters K and thita, what does (X+k) follow? if K is a constant.
I think, since adding the constant is just like shifting the origin, the nature of the curve remain unchanged. But what about its parameter?
Thanks.
 
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  • #2
Let X be the standard gamma distribution with parameter [itex]\alpha[/itex]. Then this has pdf

[tex]p_X(x)=\frac{1}{\Gamma (\alpha)}x^{\alpha-1} e^{-x}[/tex]

for x>0. Then we define the generalized gamma distribution as [itex]Y=a+\lambda X[/itex]. This has pdf

[tex]P_Y(x)=\frac{1}{\Gamma(\alpha)\lambda^\alpha}(x-a)^{\alpha-1}e^{-(x-a)/\lambda}[/tex]

if x>a. This is the [itex]\Gamma(\alpha,a,\lambda)[/itex]-distribution. The standard gamma is [itex]\Gamma(\alpha,0,1)[/itex]. So to answer your question:

if [itex]Y\sim \Gamma(\alpha,a,\lambda)[/itex], then [itex]Y+k\sim \Gamma(\alpha,a+k,\lambda)[/itex].
 
  • #3
Thank you for your kind help.
 

FAQ: Trivial Question on Gamma Distribution Function

1. What is the Gamma Distribution Function?

The Gamma Distribution Function is a mathematical formula that describes the probability distribution of a continuous random variable. It is often used to model variables such as waiting times, income, and rainfall.

2. How is the Gamma Distribution Function different from other distributions?

The Gamma Distribution Function is different from other distributions in that it has two parameters, shape and scale, which allow for a wide range of shapes and flexibility. It also has a long tail, meaning there is a possibility of extreme values occurring.

3. What are the applications of the Gamma Distribution Function?

The Gamma Distribution Function has many applications in various fields such as finance, engineering, and biology. It can be used to model time-to-failure in engineering, income distribution in finance, and the size of earthquakes in seismology.

4. How is the Gamma Distribution Function calculated?

The Gamma Distribution Function is calculated using the formula f(x) = x^(a-1)e^(-x/b) / (b^a * Γ(a)), where a is the shape parameter, b is the scale parameter, and Γ(a) is the gamma function. This can be done using statistical software or by hand using a table of values.

5. What are the limitations of the Gamma Distribution Function?

While the Gamma Distribution Function is a useful tool for modeling various phenomena, it does have some limitations. It can only be used for positive continuous variables and may not fit well for data with outliers. Additionally, it is not suitable for variables with a small sample size.

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