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Gamma distribution
In probability theory and statistics, the gamma distribution is a two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and chi-square distribution are special cases of the gamma distribution. There are two equivalent parameterizations in common use: 1. * With a shape parameter and a scale parameter . 2. * With a shape parameter and an inverse scale parameter , called a rate parameter. In each of these forms, both parameters are positive real numbers. The gamma distribution is the maximum entropy probability distribution (both with respect to a uniform base measure and a base measure) for a random variable for which E[X] = kθ = α/β is fixed and greater than zero, and E[ln(X)] = ψ(k) + ln(θ) = ψ(α) − ln(β) is fixed (ψ is the digamma function). (Wikipedia).
