18.13 The Gamma Distribution

Random: double gsl_ran_gamma (const gsl_rng * r, double a, double b)

This function returns a random variate from the gamma distribution. The distribution function is,

p(x) dx = {1 \over \Gamma(a) b^a} x^{a-1} e^{-x/b} dx

for x > 0.

Function: double gsl_ran_gamma_pdf (double x, double a, double b)

This function computes the probability density p(x) at x for a gamma distribution with parameters a and b, using the formula given above.