- #1
ashish1789kgp
- 4
- 0
What is the distribution of the difference of two gamma distributions with same scale parameter, and shape parameter of the first one is k(1+e), e -> 0 and second one is k.
What i exactly want to know is the following.
X~Gamma(K(1+e),\theta)
Y~Gamma(K,\theta)
Prob (X>Y) or P(X-Y)>0.
While trying to integrate i am stuck at the following intermediate step.
int (0,inf) (y)^(Ke-1) exp(-y/"\theta") Gamma(K,y/"\thata") dy.
Please suggest any way out.
What i exactly want to know is the following.
X~Gamma(K(1+e),\theta)
Y~Gamma(K,\theta)
Prob (X>Y) or P(X-Y)>0.
While trying to integrate i am stuck at the following intermediate step.
int (0,inf) (y)^(Ke-1) exp(-y/"\theta") Gamma(K,y/"\thata") dy.
Please suggest any way out.