How to derive the mode of a Gamma Distribution

[Bachelier]

Do I take the derivative of the density fct and set it equal to 0, then solve for t?

 

[SW VandeCarr]

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]

thanks. great article