pGAMMA: Gamma Distribution

View source: R/Gamma.R

pGAMMAR Documentation

Gamma Distribution

Description

These functions provide the ability for generating probability density values, cumulative probability density values and moment about zero values for Gamma Distribution bounded between [0,1].

Usage

pGAMMA(p,c,l)

Arguments

p

vector of probabilities.

c

single value for shape parameter c.

l

single value for shape parameter l.

Details

The probability density function and cumulative density function of a unit bounded Gamma distribution with random variable P are given by

g_{P}(p) = \frac{ c^l p^{c-1}}{\gamma(l)} [ln(1/p)]^{l-1}

; 0 \le p \le 1

G_{P}(p) = \frac{ Ig(l,cln(1/p))}{\gamma(l)}

; 0 \le p \le 1

l,c > 0

The mean the variance are denoted by

E[P] = (\frac{c}{c+1})^l

var[P] = (\frac{c}{c+2})^l - (\frac{c}{c+1})^{2l}

The moments about zero is denoted as

E[P^r]=(\frac{c}{c+r})^l

r = 1,2,3,...

Defined as \gamma(l) is the gamma function. Defined as Ig(l,cln(1/p))= \int_0^{cln(1/p)} t^{l-1} e^{-t}dt is the Lower incomplete gamma function.

NOTE : If input parameters are not in given domain conditions necessary error messages will be provided to go further.

Value

The output of pGAMMA gives the cumulative density values in vector form.

References

\insertRef

olshen1938transformationsfitODBOD

See Also

GammaDist

Examples

#plotting the random variables and probability values
col <- rainbow(4)
a <- c(1,2,5,10)
plot(0,0,main="Probability density graph",xlab="Random variable",ylab="Probability density values",
xlim = c(0,1),ylim = c(0,4))
for (i in 1:4)
{
lines(seq(0,1,by=0.01),dGAMMA(seq(0,1,by=0.01),a[i],a[i])$pdf,col = col[i])
}

dGAMMA(seq(0,1,by=0.01),5,6)$pdf   #extracting the pdf values
dGAMMA(seq(0,1,by=0.01),5,6)$mean  #extracting the mean
dGAMMA(seq(0,1,by=0.01),5,6)$var   #extracting the variance

#plotting the random variables and cumulative probability values
col <- rainbow(4)
a <- c(1,2,5,10)
plot(0,0,main="Cumulative density graph",xlab="Random variable",ylab="Cumulative density values",
xlim = c(0,1),ylim = c(0,1))
for (i in 1:4)
{
lines(seq(0,1,by=0.01),pGAMMA(seq(0,1,by=0.01),a[i],a[i]),col = col[i])
}

pGAMMA(seq(0,1,by=0.01),5,6)   #acquiring the cumulative probability values
mazGAMMA(1.4,5,6)              #acquiring the moment about zero values
mazGAMMA(2,5,6)-mazGAMMA(1,5,6)^2 #acquiring the variance for a=5,b=6

#only the integer value of moments is taken here because moments cannot be decimal
mazGAMMA(1.9,5.5,6)


fitODBOD documentation built on Oct. 10, 2024, 5:07 p.m.

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