Class GammaDistribution

  • All Implemented Interfaces:
    ProbabilityDistribution

    public class GammaDistribution
    extends Object
    implements ProbabilityDistribution
    This gamma distribution, when k is an integer, is the distribution of the sum of k independent exponentially distributed random variables, each of which has a mean of θ (which is equivalent to a rate parameter of θ-1).

    The R equivalent functions are dgamma, pgamma, qgamma, rgamma.

    See Also:
    Wikipedia: Gamma distribution distribution
    • Constructor Summary

      Constructors 
      Constructor Description
      GammaDistribution​(double k, double theta)
      Construct a Gamma distribution.
    • Method Summary

      All Methods Instance Methods Concrete Methods Deprecated Methods 
      Modifier and Type Method Description
      double cdf​(double x)
      Gets the cumulative probability F(x) = Pr(X ≤ x).
      double density​(double x)
      The density function, which, if exists, is the derivative of F.
      double entropy()
      Deprecated.
      Not supported yet.
      double kurtosis()
      Gets the excess kurtosis of this distribution.
      double mean()
      Gets the mean of this distribution.
      double median()
      Gets the median of this distribution.
      double moment​(double t)
      The moment generating function is the expected value of etX.
      double quantile​(double u)
      Gets the quantile, the inverse of the cumulative distribution function.
      double skew()
      Gets the skewness of this distribution.
      double variance()
      Gets the variance of this distribution.