Tagged Questions
0
votes
0answers
65 views
exponential and gamma distribution, survival functions
I have a homework problem, that I believe I can solve correctly, using the exponential distribution survival function. But, I think, I should also be able to solve it more easily using a gamma ...
0
votes
2answers
29 views
probability normal distribution
A model for the movement of a stock supposes that if the present price of
the stock is s, then after one time period it will be either (1.012)s with
probability 0.52, or (0.99)s with probability ...
1
vote
1answer
64 views
How to sample from a Gamma distribution with shape not integer
I'm looking for an effective method to sample from a Gamma distribution that has the shape parameter not integer.
However, I found everywhere the method to sample from a Gamma with an integer shape ...
2
votes
1answer
521 views
How to efficiently estimate quantile function of Gamma distribution
I have an application that analyzes datasets comprised mostly of samples from a Gamma distribution. Mixed in with the data are an unknown number ($>= 0$) of outlier samples (which are actually taken ...
6
votes
2answers
188 views
Beta Function — finding a lower bound based on parameters
I would like to show that
$$ 1-\frac{1}{c}Beta\left(c+1,\frac{1}{c}\right) \geq \frac{1}{c+1}.$$
for all $c \geq 2$.
I have plotted it out for $c$ up through 200, and it seems to hold.
Does anyone ...
2
votes
2answers
433 views
Some expectation values for a Gamma distribution
Assuming I have a Gamma distributed random Variable $x \sim Gamma( \alpha, \beta )$. Now I like to have the following two expectation values (integrals):
$E \left[ x \ln x \right]$
$E \left[ \ln ...
