Understanding Gamma Distributed RV: Finding Shape and Scale Parameters

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To determine the shape and scale parameters of a gamma distributed random variable from the given equation, one must analyze the relationship between the parameters and the components of the equation. The equation provided involves the norm of a vector of Nakagami-m distributed random variables, which influences the gamma distribution's parameters. Understanding the statistical properties of the Nakagami-m distribution is crucial for deriving the shape and scale parameters. The parameters can typically be estimated through methods such as maximum likelihood estimation or method of moments, depending on the context. This approach allows for a clear understanding of how the gamma distribution is shaped by the underlying data.
EngWiPy
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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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What do you mean by find these parameters? Do you wish to estimate the parameters of a gamma distribution from some data?
 
Focus said:
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:
\gamma = \frac{\|\mathbf{h}\|^2P}{N_0}
where \mathbf{h} 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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