class Gamma_distribution
Public Class Methods
gamma_cdf(v, alpha, beta)
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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)
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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