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:

\[\frac{1}{\Gamma(a)b^a}x^{a-1} e^{-\frac{x}{b}},\]

where a, b > 0, with \(E(X)=a b\) and \(Var(X)=a b ^2\).

Parameters:

vx (input, vector)

input vector vx

a (output, double)

output shape parameter, \(a >0\)

b (output, double)

output scale parameter, \(b >0\)