Gamma Distribution

docs/tutorial:stats:continuous_gamma

The standard form for the gamma distribution is $(α > 0)$ valid for $x \geq 0$ .

where $γ$ is the lower incomplete gamma function, $γ (s, x) = \int_{0}^{x} t^{s - 1} e^{- t} d t$ .

M (t) = \frac{1}{( 1 - t ) ^{α}}

h [X] = Ψ (a) [1 - a] + a + lo g Γ (a)

where

Ψ (a) = \frac{Γ ^{'} ( a )}{Γ ( a )} .

Implementation: scipy.stats.gamma