Definition of The Gamma Distribution: The gamma distribution is a distribution relevant to, for example, waiting times. Expression of its pdf requires reference to the gamma function which will be called GAMMA(a) here.

The gamma distribution's pdf has parameters a>0 and b>0, and GAMMA(a) is also greater than zero. The support is on x>0:

f(x)=[x^a-1e^-x/b]/[GAMMA(a)b^a] (Econterms)

Terms related to The Gamma Distribution:

• Gamma function
• PDF