I'm looking into using the Gamma (Erlang) distribution for a certain quantity that I need to model. I noticed by plugging in some values for the distribution parameters that the y axis values which represent the probability that a random value from the x axis be drawn (unless I've gotten it all wrong) can jump above the value of 1, which doesn't make any sense for a probability distribution.
For an example, check out this example distribution produced by Wolfram Alpha: http://www.wolframalpha.com/input/?i=Gamma%282%2C+0.1%29&a=*MC.Gamma%28-_*DistributionAbbreviation-
Obviously there's some misconception on my part here. Care to point it out for me? Thanks.