Gamfit
Definition:
gamfit(vX, a, b) uses Newton-Raphson method to calculate Maximum Likelihood Estimates (MLE) of a (shape) and b (scale) for Gamma distributed dataset vX.
The probability density function of Gamma distribution is:
/math-dab738cb379a26d1ab9f08cc1f1fae4b.png "\frac{1}{\Gamma(a)b^a}x^{a-1} e^{-\frac{x}{b}},")
where a, b > 0, with /math-efda82801efddeeb0095d36c93ba0ba5.png "E(X)=a b")
and /math-0b813890c610fd57d24ccc065063ab9b.png "Var(X)=a b ^2")
.
Parameters:
- vx (input, vector)
- input vector vx
- a (output, double)
- output shape parameter,
/math-0dd590d5a702e91d508eb15f972cb867.png "a >0")
- b (output, double)
- output scale parameter,
/math-a73c373ed1072d9d49add37ee0b22203.png "b >0")