Re: Identifying a gamma distribution in MATLAB?
- From: glenbarnett@xxxxxxxxxxxxx
- Date: 28 Apr 2005 17:42:47 -0700
If your y vs x follow a curve shaped like a gamma pdf (but presumably
not with integral equal to 1), this scaled gamma pdf is sometimes
called a Hoerl curve.
y = f(x) = C x^(a-1) exp(-x/b)
take logs of both sides, and let c=ln(C)
ln(y) = c + (a-1) ln(x) -x/b
So one way to estimate the parameters a,b, and c is to regress ln(y) on
ln(x) and x.
Glen
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