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In probability and statistics, the generalized integer gamma distribution (GIG) is the distribution of the sum of independent gamma distributed random variables, all with integer shape parameters and different rate parameters. This is a special case of the generalized chi-squared distribution. A related concept is the generalized near-integer gamma distribution (GNIG). ==Definition== The random variable has a gamma distribution with shape parameter and rate parameter if its probability density function is : and this fact is denoted by Let , where be independent random variables, with all being positive integers and all different. In other words, each variable has the Erlang distribution with different shape parameters. The uniqueness of each shape parameter comes without loss of generality, because any case where some of the are equal would be treated by first adding the corresponding variables: this sum would have a gamma distribution with the same rate parameter and a shape parameter which is equal to the sum of the shape parameters in the original distributions. Then the random variable ''Y'' defined by : has a GIG (generalized integer gamma) distribution of depth with shape parameters and rate parameters . This fact is denoted by : It is also a special case of the generalized chi-squared distribution. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Generalized integer gamma distribution」の詳細全文を読む スポンサード リンク
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