Pdf.Gamma Method

PdfGamma Method

Evaluates the gamma probability density function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public static double Gamma(
	double x,
	double a,
	double b
)

Public Shared Function Gamma ( 
	x As Double,
	a As Double,
	b As Double
) As Double

public:
static double Gamma(
	double x, 
	double a, 
	double b
)

static member Gamma : 
        x : float * 
        a : float * 
        b : float -> float

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

Type: Double
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.