Thanks for the suggestion. I looked a little at generalized linear models because it allows for the dependent variables to be generated from any distribution of the exponential family. But I'm also ignorant, so I haven't figured out how to use it yet.
Thanks again.
By taking the log of each side ln(y)=b ln(x)+ln(a), than an ordinary least square fit can be used I think.
There are four data points and they are independent. To give you an idea of what I'm dealing with, the last point {x4,y4}, is distributed with a Gamma function with a shape parameter...
I have a set of data points {xi,yi} where each yi is a Gamma distributed variable where both the shape k and scale \theta depend on i.
I then fit the data points with a power law model y=a(x)b.
I would like to know the probability distributions for the fit parameters a and b.
Is...