How to derive the mode of a Gamma Distribution

1. Bachelier

376
Do I take the derivative of the density fct and set it equal to 0, then solve for t?

2. SW VandeCarr

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

Last edited: Nov 23, 2011
3. Bachelier

376
thanks. great article