Thread: 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

Please help.

The gamma function taken at an integer value is just the factorial : Gamma(n)=(n-1)!

However, it's not the main problem. If you're looking for a general formula of the integral of this pdf between 0 and 1, you won't find it. It can only be expressed in terms of incomplete gamma function. I suggest you have a look at the wikipedia page about the gamma distribution !

The constants and are in the density so that the density integrates to one.

where x>0.

Do not confuse the gamma function with the gamma density