GammaDistribution Class

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

Inheritance Hierarchy

SystemObject
Imsl.StatGammaDistribution

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

Syntax

C++

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[SerializableAttribute]
public class GammaDistribution : IProbabilityDistribution, 
	IDistribution

<SerializableAttribute>
Public Class GammaDistribution
	Implements IProbabilityDistribution, IDistribution

[SerializableAttribute]
public ref class GammaDistribution : IProbabilityDistribution, 
	IDistribution

[<SerializableAttribute>]
type GammaDistribution =  
    class
        interface IProbabilityDistribution
        interface IDistribution
    end

The GammaDistribution type exposes the following members.

Constructors

	Name	Description
	GammaDistribution	Initializes a new instance of the GammaDistribution class

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Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	Eval(Double)	Fits a gamma probability distribution to xData and returns the probability density at each value.
	Eval(Double, Object)	Evaluates a gamma probability density at a given point xData.
	Eval(Double, Object)	Evaluates a gamma probability distribution with a given set of parameters at each point in xData and returns the probability density at each value.
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
	GetHashCode	Serves as a hash function for a particular type. (Inherited from Object.)
	GetParameters	Returns the current parameters of the gamma probability density function.
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

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Properties

	Name	Description
	ScaleParameter	The maximum-likelihood estimate found for the gamma scale parameter.
	ShapeParameter	The maximum-likelihood estimate found for the gamma shape parameter.

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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.

Reference

Imsl.Stat Namespace

Other Resources

Naive Bayes Example 1