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概率统计 >> 概率论
Questions in category: 概率论 (Probability).

[Prop] $F(x;\alpha,\beta)=F(\frac{x}{\beta};\alpha)$

Posted by haifeng on 2020-05-11 10:32:32 last update 2020-05-11 10:32:32 | Answers (1) | 收藏


Prop. Let $X$ have a gamma distribution with parameter $\alpha$ and $\beta$. Then for any $x > 0$, the cdf of $X$ is given by

\[P(X\leqslant x)=F(x;\alpha,\beta)=F(\frac{x}{\beta};\alpha)\]

where $F(\cdot;\alpha)$ is the incomplete gamma function.