Questions tagged [gamma-distribution]
A non-negative continuous probability distribution indexed by two strictly positive parameters.
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Concentration inequality for sums of independent gamma random variables
I am dealing with the following problem:
Say $X_1, \ldots, X_n$ are independent Gamma random variables, each one having shape and rate parameters $\alpha_i$ and $\beta_i$, respectively. Let $S_n = \...
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Student T as an infinite gaussian mixture
I'm reasking this question to understand the answer. The question asks to show a gamma-weighted Gaussian distribution is equivalent to a Student t-distribution.
The accepted answer loses me when it ...
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Intuition behind relation between Gamma and Standard Normal distribution
I read if $Z$ is a random variable with a standard Normal distribution and $X=Z^2$ then $X \sim \operatorname{Gamma}(1/2, 1/2)$.
I understand the math (manipulations of formulas) behind it.
What about ...
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Maximum Likelihood of Standard Deviation
I'm trying to get a better understanding about the distribution and uncertainty of the sample standard deviation. Since I'm not a mathematician, I try to compare the math literature with some ...
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Fitting Hypergeometric distribution requires non-integer arguments?
I have a vector (length s) of observations, x are class "0" and s-x are class "1" and are drawn from a population of size N. Hence, they follow the hypergeometric distribution:
$$H(...
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Diagnostic for GLM Gamma model in R
I am applying a glm model with gamma distribution and log link function to a continuous variable defined only on R+. I have tried to fit the model but I am having some difficulty interpreting the ...
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Is there a likelihood penalization or (im)proper prior to remove estimation bias for gamma parameters?
So I am learning that maximum likelihood estimation of the parameters for a gamma distribution are biased. As far as I understand there is no guarantee in general that there exists a prior (or base ...
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Gamma regression with XGBoost
I'll try to be brief. I have two questions about what exactly happens when I train a gradient boosted ensemble of trees using, say, XGBoost in order to perform a Gamma regression. I apologize in ...
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In a GLM model with a gamma log link, how to interpret a negative coefficent of a dummy variable with a continuous response?
I am a little confused with how to interpret a negative coefficient in a GLM model using the Gamma family with a log link.
My response variable is continuous (with no zeros) and right skewed and ...
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How to choose between gamma and Gaussian given a choice of gauges?
I'm trying to make the choice between the gamma and Gaussian distributions as a prior distribution for some data. When I learned statistics a while ago, I was given the rule of thumb: if your data ...
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Why is the canonical link of a GLM with Gamma distribution the reciprocal?
I'm fitting a generalized linear model to a theoretically gamma-distributed dataset, and I'm confused about the canonical link. The gamma distribution has PDF
$$
f(y;a,\lambda) = \frac{\lambda^a e^{-\...
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What is the interleaved probability like when two Gamma distribution processes fired together?
As opposed to the similar question here:
Is there a probabilistic (not analytical) argument for why the sum of independent Poissons is Poisson?
The difference is to consider the interval between two ...
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How to find the appropriate family for a GLM
I have behavioural data on gentoo penguins from when we did research in Antarctica. I am looking at vigilance on exterior and interior nests at two different locations.
To standardise the count of ...
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Evaluating GLM with Gamma distribution vs. transformed response for predicting right-skewed price data
I am trying to predict house prices using a dataset with the following variables:
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Model failed to converge (gamma model, self-paced reading data)
I'm trying to run a Gamma analysis in a self-paced reading data. However, the model successively fails to converge. I've seen some answers here trying to solve this problem for other people, but none ...
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