gamma distribution

  1. P

    Understanding prediction output of zero-adjusted gamma model

    I am currently trying to implement a mixture model using the gamlss package in R. What I am trying to achieve is train a zero-adjusted gamma model on a training data set and then predicting values out of a test data set. Setting up the model is no real problem, I do this by ZAGA_Model =...
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    EpiEstim package and discr_si function

    Hello everyone. I am working with the EpiEstim package (on R) in order to estimate "Rt" with incidence data. However, in the package documentation (https://cran.r-project.org/web/packages/EpiEstim/EpiEstim.pdf) there is a point that I can't properly understand. The function "discr_si" (which...
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    Posterior of a Lognormal Shape Parameter, in Terms of Prior Location & Shape

    I am setting up a Bayesian analysis using a lognormal distribution with skewed data. I want to estimate the "standard deviations" of samples taken from different bins, where sample-sizes available from some bins are very large, and others are very small. I have reliable prior information...
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    Computing skewness and other distributional Characteristics when pdf is known

    Hi everybody I want to compute skewnesss and other distributional characteristics of a gamma distribution when its shape and scale parameters are known (pdf is known, not through its variates/observations). How can I do this through R, or other software? Thanks for your reply.
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    Sample size calculation

    I have a normal distribution: log(xi/yi) ~N (0, c^2/yi). I need to work on the posterior distribution of c^2. I know c^2 follows a gamma distribution. I need to know what sample size I need to estimate the c^2?
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    Deriving the form of the best size for exponential distribution

    Hi everyone So in this question I am told that a supermarket claims that the mean time to serve a customer is equal to 4 mins.However, a customer claims it is greater than 4 mins. I am asked based off a sample of n=9, determine the form of the best test of which has size of a=0.05 So I...
  7. S

    Gamma distribution

    Hi, If I have three independent variables that all follow the gamma distribution, what distribution will then sum of these variables follow? E(X) = 16, Var(X) = 93. X~Gamma(2,65, 6) E(Y) = 12, Var(Y) = 67. Y~Gamma(2,21, 5,5) E(Z) = 10, Var(Z) = 59. Z~Gamma(2,1, 5) Will then...
  8. S

    Combining gamma functions

    Hi I have customer revenue data that I am modelling with gamma functions (coding in python) I want to combine my gamma functions to look at spending in a whole year - so I was hoping someone could confirm the theory on this: combining two Gamma functions is the convolution of the two...
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    Cumulative distribution function (cdf) - empirical vs theoretical ?

    Hello to all, I have a data-set with n = 90, probably follows the gamma distribution. I used the maximum-likelihood estimation (MLE) to estimated the alpha and beta parameters of the gamma distribution using Matlab. My question is What is the best way to test the fit (goodness of fit) of the...
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    Help verifying a CDF is actually a CDF

    Hello All, First post here so thank you for reading and hopefully helping out! I'm feeling stumped with this first question and was hoping someone could help point me in the right direction. I understand, at least I think I do, how to to find the actual probabilities for part b) i, ii and iii...
  11. Z

    Gamma Distribution and data fitting

    I have a problem with data fitting to gamma distribution. I have rainfall occurrences (calculated using 1st order 2 states Markov Chain analysis) for more than 30 yrs. I want to fit those data into Gamma Distribution and estimate parameters (Alpha and Beta). Then I want to simulate rainfall...
  12. K

    randomly sample a vector from any distribution (e.g. gamma distribution)

    Hi, help is very much appreciated. Thanks in advance!!! rgamma(...) As far as I know with this function (code) one can randomly sample 100 numbers simultanously. Question: is it possible to sample 100 random numbers e.g. from 100 different gamma distributions using only one command...
  13. S

    [Gamma Distribution] Generate random number according to Gamma Distribution

    Hi, I request your help / suggestion to solve the following problem Suppose X_i, i=1,2,...,n are exponential RVs with mean 1/k. If the triggering event X_0 occurred at t_0, then probability of occurring X_n is given by Pr (X_n occurred between t ant t+dt | X_0 occurred at t_0) = (...
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    [Mathematica] ANY help would be appreciated

    Hi guys, I am very frustrated, mainly because my knowledge of Mathematica is abysmally low. I want to calculate the expected value of ln(x), where X is gamma(a,b) distributed, but it would seem that my Mathematica is bi-polar. I don't need the whole derivation, I only need the final...
  15. S

    GAM with Gamma distribution-Default Inverse Link or Log-Link?

    solved. thank you!
  16. O

    MLE and Gamma Distribution for econometrics class

    Here's an upload of the question, we haven't really covered this material in class a) My log-like = -a*n ln (b+xi) - n*ln Γ(a) + n*(a-1) ln yi - (yi/(b+xi)) I can get dl/db, but not dl/da b) I get the solution b=-xi, but that doesn't seem right. I cannot get a solution for a. My...
  17. A

    Gamma Difference Distribution

    What is the distribution of the difference of two gamma distributions with same scale parameter, and shape parameter of the first one is k(1+e), e -> 0 and second one is k. What i exactly want to know is the following. X~Gamma(K(1+e),\theta) Y~Gamma(K,\theta) Prob (X>Y) or P(X-Y)>0...