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The gamma function then is defined in the complex plane as the analytic continuation of this integral function: it is a meromorphic function which is holomorphic except at zero and the negative integers, where it has simple poles. The gamma function has no zeros, so the reciprocal gamma function 1 / Γ(z) is an entire function.
The sum of n exponential (β) random variables is a gamma (n, β) random variable. Since n is an integer, the gamma distribution is also a Erlang distribution. The sum of the squares of N standard normal random variables has a chi-squared distribution with N degrees of freedom.
The sum of exponentials is a useful model in pharmacokinetics (chemical kinetics in general) for describing the concentration of a substance over time. The exponential terms correspond to first-order reactions, which in pharmacology corresponds to the number of modelled diffusion compartments. [2] [3]
Indeed, we know that if X is an exponential r.v. with rate λ, then cX is an exponential r.v. with rate λ/c; the same thing is valid with Gamma variates (and this can be checked using the moment-generating function, see, e.g.,these notes, 10.4-(ii)): multiplication by a positive constant c divides the rate (or, equivalently, multiplies the scale).
In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...
This list of mathematical series contains formulae for finite and infinite sums. It can be used in conjunction with other tools for evaluating sums. Here, is taken to have the value
The gamma function is an important special function in mathematics. Its particular values can be expressed in closed form for integer and half-integer arguments, but no simple expressions are known for the values at rational points in general. Other fractional arguments can be approximated through efficient infinite products, infinite series ...
Repeated application of the recurrence relation for the lower incomplete gamma function leads to the power series expansion: [2] (,) = = (+) (+) = = (+ +). Given the rapid growth in absolute value of Γ(z + k) when k → ∞, and the fact that the reciprocal of Γ(z) is an entire function, the coefficients in the rightmost sum are well-defined, and locally the sum converges uniformly for all ...