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Gamma distributed RV

by S_David
Tags: distributed, gamma
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S_David
#1
Mar24-09, 01:01 PM
P: 599
Hello,

When writting a gamma distributed RV we need to know the shape and scale parameters. How to find the value of these parameters?

Thanks in advance
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Focus
#2
Mar24-09, 04:15 PM
P: 284
What do you mean by find these parameters? Do you wish to estimate the parameters of a gamma distribution from some data?
S_David
#3
Mar24-09, 04:37 PM
P: 599
Quote Quote by Focus View Post
What do you mean by find these parameters? Do you wish to estimate the parameters of a gamma distribution from some data?
No, I meant if we are given the equation of the gamma distributed RV, how to find these parameters from this equation? Mathematically:
[tex]\gamma = \frac{\|\mathbf{h}\|^2P}{N_0}[/tex]
where [tex]\mathbf{h}[/tex] is a column vector of Nakagami-m distributed RVs. Then how to find the scale and shape parameters from this equation?


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