In article <[EMAIL PROTECTED]>,
Dana Netherton  <[EMAIL PROTECTED]> wrote:
>On Sat, 15 Feb 2003 01:27:34 GMT, [EMAIL PROTECTED] (john v 
>verkuilen) said ...
>> Dana Netherton <[EMAIL PROTECTED]> writes:

>> >So now my question is -- what's a "CDF Gamma" function 
>> >anyway?  How is it different from "a Gamma function"?

The rest of what is quoted is below.  I believe it will
be clear why.

Many distributions are named for the functions used to obtain
or describe their probabilities or densities.  For example,
the geometric distribution has its probabilities forming a
geometric series.  The binomial distribution has the terms
of a binomial expansion, as does the multinomial.  The
hypergeometric distribution has terms proportional to the
coefficients in the expansion of a hypergeometric function.

The exponential distribution has an exponential function
for its density.  The double exponential distribution as
exponentials going both ways from the center.  The Beta and
Gamma distributions have as their densities the functions
which when integrated give the Beta and Gamma functions.

>> The Gamma function is an integral which generalizes the factorial since
>> Gamma(x) = (x-1)! for whole numbers x > 1.  It is typically defined over 
>> non-integer values of x, at least for the purposes of probability theory.
>> You might want to see http://www.math2.org/math/integrals/more/gammafun.htm.

>> The CDF Gamma is the CDF of the gamma distribution, which is based on the
>> gamma function.  It should be discussed in any decent probability theory
>> book.  The Gamma distribution is a commonly used waiting-time distribution.  
>> I recall there's a connection between it and the Weibull but I can't remember 
>> the details and don't have a reference handy.

>Hmm ... so the gamma distribution function is so-called 
>because it uses the gamma function inside it? (Yes, I 
>remember seeing the gamma function inside its defining 
>formula)
-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Deptartment of Statistics, Purdue University
[EMAIL PROTECTED]         Phone: (765)494-6054   FAX: (765)494-0558
.
.
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