SciPy

numpy.random.RandomState.gamma

RandomState.gamma(shape, scale=1.0, size=None)

Draw samples from a Gamma distribution.

Samples are drawn from a Gamma distribution with specified parameters, shape (sometimes designated “k”) and scale (sometimes designated “theta”), where both parameters are > 0.

Parameters:

shape : scalar > 0

The shape of the gamma distribution.

scale : scalar > 0, optional

The scale of the gamma distribution. Default is equal to 1.

size : shape_tuple, optional

Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn.

Returns:

out : ndarray, float

Returns one sample unless size parameter is specified.

See also

scipy.stats.distributions.gamma
probability density function, distribution or cumulative density function, etc.

Notes

The probability density for the Gamma distribution is

System Message: WARNING/2 (p(x) = x^{k-1}\frac{e^{-x/\theta}}{\theta^k\Gamma(k)}, )

latex exited with error [stdout] This is pdfTeX, Version 3.1415926-2.5-1.40.14 (TeX Live 2013/TeX Live for SUSE Linux) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2011/06/27> Babel <3.9f> and hyphenation patterns for 78 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.131 \endinput ^^M No pages of output. Transcript written on math.log.

where

System Message: WARNING/2 (k)

latex exited with error [stdout] This is pdfTeX, Version 3.1415926-2.5-1.40.14 (TeX Live 2013/TeX Live for SUSE Linux) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2011/06/27> Babel <3.9f> and hyphenation patterns for 78 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.131 \endinput ^^M No pages of output. Transcript written on math.log.
is the shape and

System Message: WARNING/2 (\theta)

latex exited with error [stdout] This is pdfTeX, Version 3.1415926-2.5-1.40.14 (TeX Live 2013/TeX Live for SUSE Linux) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2011/06/27> Babel <3.9f> and hyphenation patterns for 78 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.131 \endinput ^^M No pages of output. Transcript written on math.log.
the scale, and

System Message: WARNING/2 (\Gamma)

latex exited with error [stdout] This is pdfTeX, Version 3.1415926-2.5-1.40.14 (TeX Live 2013/TeX Live for SUSE Linux) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2011/06/27> Babel <3.9f> and hyphenation patterns for 78 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.131 \endinput ^^M No pages of output. Transcript written on math.log.
is the Gamma function.

The Gamma distribution is often used to model the times to failure of electronic components, and arises naturally in processes for which the waiting times between Poisson distributed events are relevant.

References

[R135]Weisstein, Eric W. “Gamma Distribution.” From MathWorld–A Wolfram Web Resource. http://mathworld.wolfram.com/GammaDistribution.html
[R136]Wikipedia, “Gamma-distribution”, http://en.wikipedia.org/wiki/Gamma-distribution

Examples

Draw samples from the distribution:

>>> shape, scale = 2., 2. # mean and dispersion
>>> s = np.random.gamma(shape, scale, 1000)

Display the histogram of the samples, along with the probability density function:

>>> import matplotlib.pyplot as plt
>>> import scipy.special as sps
>>> count, bins, ignored = plt.hist(s, 50, normed=True)
>>> y = bins**(shape-1)*(np.exp(-bins/scale) /
...                      (sps.gamma(shape)*scale**shape))
>>> plt.plot(bins, y, linewidth=2, color='r')
>>> plt.show()

(Source code)