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Suppose we wish to generate random variables from Gamma(n + δ, 1), where n is a non-negative integer and 0 < δ < 1. Using the fact that a Gamma(1, 1) distribution is the same as an Exp(1) distribution, and noting the method of generating exponential variables, we conclude that if U is uniformly distributed on (0, 1], then −ln U is ...
More generally, if X 1 is a gamma(α 1, β 1) random variable and X 2 is an independent gamma(α 2, β 2) random variable then β 2 X 1 /(β 2 X 1 + β 1 X 2) is a beta(α 1, α 2) random variable. If X and Y are independent exponential random variables with mean μ, then X − Y is a double exponential random variable with mean 0 and scale μ.
The Bates distribution is the distribution of the mean of n independent random variables, each of which having the uniform distribution on [0,1]. The logit-normal distribution on (0,1). The Dirac delta function , although not strictly a probability distribution, is a limiting form of many continuous probability functions.
The GIG distribution is also the basis for a number of wrapped distributions in the wrapped gamma family. [12] As being a special case of the generalized chi-squared distribution, there are many other applications; for example, in renewal theory [1] and in multi-antenna wireless communications. [13] [14] [15] [16]
Perhaps the chief use of the inverse gamma distribution is in Bayesian statistics, where the distribution arises as the marginal posterior distribution for the unknown variance of a normal distribution, if an uninformative prior is used, and as an analytically tractable conjugate prior, if an informative prior is required. [1]
If the observations = [, …,] are independent p-variate Gaussian variables drawn from a (,) distribution, then the conditional distribution has a (+, +) distribution, where =. Because the prior and posterior distributions are the same family, we say the inverse Wishart distribution is conjugate to the multivariate Gaussian.
It is unknown whether these constants are transcendental in general, but Γ( 1 / 3 ) and Γ( 1 / 4 ) were shown to be transcendental by G. V. Chudnovsky. Γ( 1 / 4 ) / 4 √ π has also long been known to be transcendental, and Yuri Nesterenko proved in 1996 that Γ( 1 / 4 ), π, and e π are algebraically independent.
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.