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Milds # File:Gamma distribution pdf.svg

## Summary

 Description The probability density function of Gamma distribution for different parameters. See below for the spec and Gnuplot source code. Date 26 June 2010, 18:31 (UTC) Source Gamma_distribution_pdf.png Author Gamma_distribution_pdf.png: MarkSweep and Cburnett derivative work: Autopilot (talk)

## Spec and Gnuplot Source Code

For the readers who are interested in Erlang distribution, we have prepared another specific image (see right). Note that in Erlang distribution the shape parameter k must take integers.

Originally, the pdf of Gamma distribution is

$f(x;k,\theta )={\frac {x^{k-1}e^{-{\frac {x}{\theta }}}}{\theta ^{k}\Gamma (k)}}.$ Let α = k, and β = 1/θ. Then

$f(x;k,\theta )=f(x;\alpha ,1/\beta )={\frac {\beta ^{\alpha }x^{\alpha -1}e^{-\beta x}}{\Gamma (\alpha )}}.$ Hence

$\ln f(x;k,\theta )=\alpha \ln \beta +(\alpha -1)\ln x-\ln \Gamma (\alpha )-\beta x$ which directly gives the code below. This W3C-unspecified plot was created with Gnuplot.
# Author: Autopilot, Ika
# Date: 12/08/2014

set term svg size 800,600 font 'Times, 24' enhanced
set output 'gamma_dist_pdf.svg'
set samples 1001

set xtics 0,2
set ytics 0,0.1
set mxtics 10
set mytics 10
set yrange [0:0.5]
set key top right Left reverse

# Ln f(x; k, theta)
# Commonly, we denote a = alpha = k and b = beta = 1/theta.
ln_f(x, a, b) = a*log(b) - lgamma(a) + (a-1)*log(x) - b*x

# f(x; k, theta)
f(x, k, theta) = (x<0)? 0 : (x==0)? ((k<1)? 1/0 : (k==1)? theta : 0)\
: (theta==0)? 0 : exp(ln_f(x, k, 1.0/theta))

plot [0:20] \
f(x, 1.0, 2.0) t "k = 1.0, {/Symbol q} = 2.0" lw 2 lc rgb "red", \
f(x, 2.0, 2.0) t "k = 2.0, {/Symbol q} = 2.0" lw 2 lc rgb "orange", \
f(x, 3.0, 2.0) t "k = 3.0, {/Symbol q} = 2.0" lw 2 lc rgb "yellow", \
f(x, 5.0, 1.0) t "k = 5.0, {/Symbol q} = 1.0" lw 2 lc rgb "green", \
f(x, 9.0, 0.5) t "k = 9.0, {/Symbol q} = 0.5" lw 2 lc rgb "black", \
f(x, 7.5, 1.0) t "k = 7.5, {/Symbol q} = 1.0" lw 2 lc rgb "blue", \
f(x, 0.5, 1.0) t "k = 0.5, {/Symbol q} = 1.0" lw 2 lc rgb "purple"

set term x11
set output This is a retouched picture, which means that it has been digitally altered from its original version. Modifications: Recreated as svg with gnuplot. The original can be viewed here: Gamma distribution pdf.png. Modifications made by Autopilot.
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