Gamma分布的均值和方差

Gamma分布的均值和方差

Gamma分布密度函数

f ( x ; α , β ) = β α x α − 1 Γ ( α ) exp ⁡ { − β x } f(x;\alpha, \beta) = \frac{\beta^{\alpha}x^{\alpha-1}}{\Gamma({\alpha})}\exp\{-\beta x\} f(x;α,β)=Γ(α)βαxα−1​exp{−βx}

均值和方差

$$E(x)=\frac{\alpha }{\beta }$$

$$D(x)=\frac{\alpha }{{\beta }^2}$$