3.5.3.8.1 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