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Gamma Distribution

$ x$ has a two-parameter gamma distribution, denoted by $ Ga(b,c)$, with parameters $ b$ and $ c$, if its density is given by:

$\displaystyle f_{Ga}(x;b,c)=\frac{1}{\Gamma(c)}\frac{x^{c-1}}{b^c}e^{-x/b}$ (36)

where $ \Gamma(c)$ is the Gamma function. Note, that a gamma distribution has $ mean=bc$ and $ variance=b^2c$.