# Questions tagged [gamma-distribution]

A non-negative continuous probability distribution indexed by two strictly positive parameters.

629 questions
Filter by
Sorted by
Tagged with
20 views

### Comparing generalized linear mixed models (varying the distribution & link function)

I have some questions on performing mixed models on multi-rater data when residuals are heteroskedastic. I've found some of the info on 冠通棋牌-【官网首页】 confusing and quite technical-- would be very ...
6 views

### How do you compute ICC in a gamma loglink glmm?

I have fitted a gamma generalised linear model with a log link in r using glmer from the package lmer. The goal is to make prediction models for age in old trees for conservation purposes. The choice ...
217 views

83 views

### What are the gamma-Pareto convolutions and how have they been used?

The Pareto distributions, i.e., density functions (pdf), are types I through IV and the type II variant; the Lomax distribution. This makes for a number of possible gamma-Pareto convolutions (GPC; ...
48 views

### Numerical approximation to quantile function for Gamma distribution

I am building a stats/probability library in python and right now I am working on the properties of the gamma distribution. I know that its quantile function (F^-1(x)) does not have a nice closed-form ...
21 views

### What is the distribution of squared Erlang random variable?

Let $\mathbf x=[x_1, ... ,x_K]^T$, $x\sim\mathcal C\mathcal N(\mathbf 0,\sigma_x^2\mathbf I)$, I believe that the distribution of $||\mathbf x||^2=\mathbf x^{\dagger}\mathbf x$ is Erlang. Is there ...
64 views

### Generating pairs of random variables with given covariance and gamma marginals

I have shape parameters $k_X, k_Y$ and scale parameters $\theta_X, \theta_Y$, as well as a covariance $\sigma_{XY}$. How do I generate random variables $(X,Y)$ such that the marginals are gamma ...
114 views

### Prove that $U_i = \frac{1}{X_i}$ has the gamma distribution

Consider a random sample $(X_1, \ldots, X_n)$ where all $X_i$ are iid r.v. with the following density function: $$f(x, \theta) = Cx^{-(p+1)} e^{-\theta/x } 1_{[0,+\infty)}(x)$$ Find the value of $C$ ...
48 views

### Bayesian Gamma Regression Update

I'm looking for a resource that explains how to do update the coefficients for a Bayesian gamma regression using Gibbs sampling. Specifically, if $y_i \sim Gamma(\alpha,\beta_i)$ and my data ...
32 views

### Deriving Marginal Distribution of Poisson [duplicate]

How do you find the marginal distribution of a Poisson distribution given a gamma(a,b) prior?
34 views

### Divide beta from a gamma distribution to get another gamma distribution?

In the textbook, there's a distribution like the following, $S=\sum_{i=}^{200}X_i\sim Gamma(\alpha = 200, \beta)$ then the textbook define a new function $P$ obtained by diving the $\beta$, so ...
36 views

30 views

### GLM Using Log-gamma Distribution

My data are skewed. Using log-normal causes a strong left-skew in the residuals. Using Gamma causes a strong right-skew in the residuals. I thought to myself, why not log transform the data and then ...