The Gamma Distribution Notes
The Gamma Distribution
The gamma distribution is a flexible distribution that may offer a good fit to some sets of life data. Sometimes called the Erlang distribution, the gamma distribution has applications in Bayesian analysis as a prior distribution, and it is also commonly used in queueing theory.
The pdf of the gamma distribution is given by:
where:
where 
, 
and 
.
The gamma distribution and its characteristics are presented in The Gamma Distribution.