Summary
Gamma cumulative distribution function (CDF).
Unit
Probabilities
Declaration
Procedure GammaCDF(X: TDenseMtxVec; A, B: TSample; Res: TDenseMtxVec);
Description
Calculates the Gamma CDF for vector X using the parameters A and B. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.
Declaration
Function GammaCDF(x, a, b: TSample): TSample;
Result
the Gamma cumulative distribution function (CDF) for value x using the parameters a and b. Both parameters a and b must be positive, otherwise the result is NAN. The gamma cumulative distribution is defined by the following equation:

where
G is the gamma function.
The result of GammaCDF is the probability that a single observation from a gamma distribution with parameters a and b will fall in the interval [0,x].
Categories
Continuous probabilities| Copyright 2008 Dew Research |
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