# gamma distribution

• Jun 3rd 2010, 07:47 AM
ilikec
gamma distribution
you get the gamma function which is an integral in the PDF of the gamma distribution.

How do you integrate the gamma PDF from x=0 to x=1; when you have the gamma function also in the PDF to integrate

The constants $\Gamma(\alpha)$ and $\beta^{\alpha}$ are in the density so that the density integrates to one.
$f(x)={1\over \Gamma(\alpha)\beta^{\alpha}}x^{\alpha-1}e^{-x/\beta}$ where x>0.
Do not confuse the gamma function $\Gamma(\alpha)$ with the gamma density $X\sim \Gamma(\alpha,\beta)$