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Gamma¤

distreqx.distributions.Gamma(distreqx.distributions.AbstractSampleLogProbDistribution, distreqx.distributions.AbstractProbDistribution, distreqx.distributions.AbstractSurvivalDistribution, distreqx.distributions.AbstractCDFDistribution) ¤

Gamma distribution with parameters concentration and rate.

The PDF of a Gamma distributed random variable \(X\) is defined on the interval \(X > 0\) and has the form:

\[p(x; \alpha, \beta) = \frac{\beta^\alpha}{\Gamma(\alpha)} x^{\alpha - 1} e^{-\beta x}\]

where \(\alpha > 0\) is the concentration (shape) parameter and \(\beta > 0\) is the rate (inverse scale) parameter.

__init__(concentration: float | Float[Array, '...'], rate: float | Float[Array, '...']) ¤

Initializes a Gamma distribution.

Arguments:

  • concentration: Concentration (shape) parameter. Must be positive.
  • rate: Rate (inverse scale) parameter. Must be positive.