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1.2.2.3 Gamma Distribution
ОглавлениеA random variable T follows the gamma distribution if and only if the pdf (shown in Figure 1.5) of T is
Figure 1.5 The pdf of the gamma distribution with β=1.99,λ=1.
(1.33)
where β>0 is the shape parameter and η>0 is the scale parameter of the distribution. The cdf of the gamma distribution is
(1.34)
If T denotes the failure time of an item with gamma distribution, the reliability function will be
(1.35)
The hazard rate function is
(1.36)
The mean, μ, and variance, σ2, are
(1.37)