Evaluates the gamma probability density function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public static double Gamma(
	double x,
	double a,
	double b
)
Visual Basic (Declaration)
Public Shared Function Gamma ( _
	x As Double, _
	a As Double, _
	b As Double _
) As Double
Visual C++
public:
static double Gamma(
	double x, 
	double a, 
	double b
)

Parameters

x
Type: System..::.Double
A double scalar value representing the argument at which the function is to be evaluated.
a
Type: System..::.Double
A double scalar value representing the shape parameter. This must be positive.
b
Type: System..::.Double
A double scalar value representing the scale parameter. This must be positive.

Return Value

A double scalar value, the probability density function at x.

Remarks

The probability density function of the gamma distribution is

f(x; a, b) = x^{a - 1} \frac{1}{{b^{a} \Gamma (a)}} e^{ - {x}/{b}}

where a is the shape parameter and b is the scale parameter.

See Also