Statistics The gamma distribution

In summary, the problem asks to find the probabilities of a random variable with a gamma distribution exceeding 4, given different values for the parameters alpha and beta. The solution involves using the incomplete gamma function or tables for the cumulative distribution function, being careful with the second parameter (some sources use the reciprocal value).
  • #1
vanitymdl
64
0

Homework Statement


Find the probabilities that the value of a random variable will exceed 4 if it has a gamma distribution with
(a) [itex]\alpha[/itex] = 2 and [itex]\beta[/itex] = 3
(b) [itex]\alpha[/itex] = 3 and [itex]\beta[/itex] = 4

3. The Attempt at a Solution [/b}
how would I even attempt this question?
 
Physics news on Phys.org
  • #2
What is your definition of the gamma distribution? Is it defined with alpha and beta? If so, plug it in and solve.
 
  • #3
The gamma distribution that is given includes an "x". How am supposed to solve for this equation when it doesn't give me an "X"
 
  • #4
  • #5
vanitymdl said:
The gamma distribution that is given includes an "x". How am supposed to solve for this equation when it doesn't give me an "X"

You need to have access to the incomplete gamma function (integral) or tables to compute the cumulative distribution function. Just be careful with the second parameter ([itex]\beta[/itex]) as some tables/functions will use the reciprocal value here (eg 1/3 instead of 3).
 
  • #6
$$
\frac{\beta^{\alpha}}{\Gamma(\alpha)}x^{\alpha - 1}e^{-\beta x}
$$
 
  • #7
Dustinsfl said:
$$
\frac{\beta^{\alpha}}{\Gamma(\alpha)}x^{\alpha - 1}e^{-\beta x}
$$

I think the issue is that *some* sources give
[tex] \frac{1}{\beta^{\alpha}\: \Gamma(\alpha)} x^{\alpha -1} e^{-x/ \beta},[/tex]
so the OP needs to check, not assume.

RGV
 

1. What is the gamma distribution?

The gamma distribution is a continuous probability distribution that is used to model random variables that are always positive and typically have a skewed distribution. It is often used in areas such as physics, engineering, and economics.

2. How is the gamma distribution different from other distributions?

The gamma distribution is different from other distributions in that it has two parameters, alpha and beta, which control the shape and scale of the distribution. It is also a two-parameter family of distributions, meaning it can take on a variety of shapes depending on the values of alpha and beta.

3. What are some common applications of the gamma distribution?

The gamma distribution has many applications in various fields, including modeling waiting times, insurance claim amounts, and rainfall intensity. It is also commonly used in survival analysis to model the time until an event occurs.

4. How is the gamma distribution related to the exponential distribution?

The exponential distribution is a special case of the gamma distribution, where alpha is equal to 1. This means that the gamma distribution can be used to model waiting times for events that occur at a constant rate, similar to the exponential distribution.

5. How is the gamma distribution calculated?

The gamma distribution can be calculated using its probability density function, which is a mathematical formula that describes the shape of the distribution. This formula involves the use of the gamma function, which is a special mathematical function that is often calculated using statistical software or mathematical tables.

Similar threads

  • Calculus and Beyond Homework Help
Replies
1
Views
865
  • Calculus and Beyond Homework Help
Replies
5
Views
208
  • Calculus and Beyond Homework Help
Replies
8
Views
601
  • Calculus and Beyond Homework Help
Replies
5
Views
995
  • Calculus and Beyond Homework Help
Replies
1
Views
1K
  • Calculus and Beyond Homework Help
Replies
6
Views
582
  • Calculus and Beyond Homework Help
Replies
1
Views
752
  • Calculus and Beyond Homework Help
Replies
1
Views
2K
  • Calculus and Beyond Homework Help
Replies
14
Views
1K
Replies
3
Views
610
Back
Top