Draw samples from a Gamma distribution.
Samples are drawn from a Gamma distribution with specified parameters, shape (sometimes designated “k”) and scale (sometimes designated “theta”), where both parameters are > 0.
shape : scalar > 0
scale : scalar > 0, optional
size : shape_tuple, optional
out : ndarray, float
The probability density for the Gamma distribution is
where is the shape and the scale, and is the Gamma function.
The Gamma distribution is often used to model the times to failure of electronic components, and arises naturally in processes for which the waiting times between Poisson distributed events are relevant.
|||Weisstein, Eric W. “Gamma Distribution.” From MathWorld–A Wolfram Web Resource. http://mathworld.wolfram.com/GammaDistribution.html|
|||Wikipedia, “Gamma-distribution”, http://en.wikipedia.org/wiki/Gamma-distribution|
Draw samples from the distribution:
>>> shape, scale = 2., 2. # mean and dispersion >>> s = np.random.gamma(shape, scale, 1000)
Display the histogram of the samples, along with the probability density function:
>>> import matplotlib.pyplot as plt >>> import scipy.special as sps >>> count, bins, ignored = plt.hist(s, 50, normed=True) >>> y = bins**(shape-1)*((exp(-bins/scale))/\ (sps.gamma(shape)*scale**shape)) >>> plt.plot(bins, y, linewidth=2, color='r') >>> plt.show()