3.5.2.11 Gamfit

Definition:

gamfit(vX, a, b) uses Newton-Raphson method to calculate Maximum Likelihood Estimates (MLE) of a (shape) and b (scale) for Gamma distributed dataset vX.

The probability density function of Gamma distribution is:

$\frac{1}{\Gamma(a)b^a}x^{a-1} e^{-\frac{x}{b}},$

where a, b > 0, with $E(X)=a b$ and $Var(X)=a b ^2$ .

Parameters:

vx (input, vector): input vector vx
a (output, double): output shape parameter, $a >0$
b (output, double): output scale parameter, $b >0$

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