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pythonstatisticsscipy
Heisenberg
Heisenberg

Reputation: 8816

How to specify gamma distribution using shape and rate in Python?

With Scipy gamma distribution, one can only specify shape, loc, and scale. How do I create a gamma variable with shape and rate?

Upvotes: 4

Views: 4865

Answers (3)

Mir Ilias
Mir Ilias

Reputation: 515

you can do it with the scale parameter, rate=1/scale

in R :

pgamma(1/2, 2, rate=5) and pgamma(1/2, 2, scale=0.2) are identical

Upvotes: 0

Nat Knight
Nat Knight

Reputation: 374

Accodring to wikipedia, rate is 1/scale, so you could use the scipy distribution directly or wrap it with something like

def my_gamma(x,q,a,loc,freq,size,moments):
    return scipy.stats.gamma(x, q, a,loc, 1.0/freq, size, moments)

Upvotes: 1

Konstantin
Konstantin

Reputation: 25369

Inverse scale (1/scale) is rate parameter.

So if you have shape and rate you can create gamma rv with this code

>>> from scipy.stats import gamma
>>> rv = gamma(shape, scale = 1.0/rate)

Read more about different parametrizations of Gamma distribution on Wikipedia: http://en.wikipedia.org/wiki/Gamma_distribution

Upvotes: 7

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