class Gamma_distribution

Public Class Methods

gamma_cdf(v, alpha, beta) click to toggle source

cumulative distribution function

# File lib/gamma_distribution.rb, line 19
def self.gamma_cdf v, alpha, beta
  numerator = Integration.integrate(0, v/beta, tolerance: 1e-10, method: :simpson) do |x| (x**(alpha-1))/Math.exp(x) end
  denominator = Math.gamma(alpha)
  return numerator/denominator
end
gamma_pdf(x, alpha, beta) click to toggle source

probability density function

# File lib/gamma_distribution.rb, line 8
def self.gamma_pdf x, alpha, beta
  numerator = (x**(alpha-1))
  denominator = (beta**alpha)*Math.gamma(alpha)*Math.exp(x/beta)

  puts numerator
  puts denominator
  return numerator/denominator
end