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has a two-parameter gamma distribution, denoted by
,
with parameters and , if its density is given by:
|
(22) |
where is the Gamma function. A distribution
with degrees of freedom corresponds to the distribution
. The parameter is a scale parameter. The
one-parameter gamma distribution corresponds to
. A
sample from can be obtained by taking a sample from
and dividing it by . Note, that a gamma distribution
has and
Tim Behrens
2004-01-22