View Full Version : How to derive the mode of a Gamma Distribution
Bachelier
Nov22-11, 10:54 PM
Do I take the derivative of the density fct and set it equal to 0, then solve for t?
SW VandeCarr
Nov23-11, 04:01 AM
Do I take the derivative of the density fct and set it equal to 0, then solve for t?
Yes, for the first derivative in the unimodal case. However, the problem is more interesting for multimodal distributions. The following article discusses an analytic approach to finding the modes of mixed Gaussian distributions.
http://faculty.ucmerced.edu/mcarreira-perpinan/papers/pami00.pdf
Bachelier
Nov23-11, 07:40 PM
thanks. great article
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