Evaluates a gamma probability density for a given set of data.

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

Syntax

C#
[SerializableAttribute]
public class GammaDistribution : IProbabilityDistribution, 
	IDistribution
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class GammaDistribution _
	Implements IProbabilityDistribution, IDistribution
Visual C++
[SerializableAttribute]
public ref class GammaDistribution : IProbabilityDistribution, 
	IDistribution

Remarks

GammaDistribution evaluates the gamma density of a given set of data, xData. If parameters are not supplied, the Eval method fits the gamma probability density function to the data by first calculating the shape and scale parameters using an MLE technique for a best fit. The gamma probability density function is defined as:

f(x)= {x}^{a-1}\frac{e^{-\frac{x}{b}}} {b^a \Gamma(a)} \mbox{,}\,\,\,x \gt 0 \,\mbox{,}\,\,a \gt 0 \,\,\,\mbox{and}\,\,\, b \gt 0 \,\,\mbox{,}
where a and b are the scale and shape parameters.

The DataMining package class NaiveBayesClassifier uses GammaDistribution as a method to train continuous data.

Inheritance Hierarchy

System..::.Object
Imsl.Stat..::.GammaDistribution

See Also