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(The Gamma Probability
Distribution)
金融二 徐以軒
金融二 楊士鴻
The Gamma Probability
Distribution
A random variable Y is said to have a gamma
distribution with parameters α>0 and β>0 if and only
if the density function of Y is
Gamma Function
Mean and Variance
Mean and Variance
shape=α表形狀參數;scale=s=β表尺度參數
Gamma Density Functions,
β=1
R Command
op=par(mfrow=c(2,2))用來合併多個圖表成為一張圖
1-pgamma(3,1,1/2.4)
(b)
1-pgamma(2,1,1/2.4)-(1-pgamma(3,1,1/2.4))
References
陳景祥(2014) 。《R軟體應用統計方法 》 。東華
http://en.wikipedia.org/wiki/Gamma_distribution#Char
acterization_using_shape_k_and_scale_.CE.B8
(Wikipedia)
http://ccckmit.wikidot.com/st:gamma (陳鍾誠)
http://stat.ethz.ch/R-manual/R-
patched/library/stats/html/GammaDist.html (R
Language)
Dennis D. Wacherly, William Mendehall III, Richard L.
Scheaffer, Mathematical Staticstics with Applications.
Practice
The operator of a pumping station has observed that
demand for water during early afternoon hours an
approximately exponential distribution with mean 100
cfs(cubic feet per second).
(a) Find the probability that the demand will exceed 200
cfs during the early afternoon on a randomly selected
day