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A family of probability density functions that yields a wide

variety of skewed distributional shapes is the Gamma Family.

To define the family of gamma distributions, we first need to
introduce a function that plays an important role in many
branches of mathematics, i.e., the Gamma Function

The gamma distribution defines a family of which other
distributions are special cases.

Important applications in waiting time and reliability analysis.

Special cases of the Gamma Distribution
Exponential Distribution when = 1
The Gamma Distribution
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Definition

For , the gamma function is defined by




Properties of the gamma function:


1. For any
[via integration by parts]

2. For any positive integer,


3.




) 1 ( ) 1 ( ) ( , 1 I = I > o o o o
)! 1 ( ) ( , = I n n n
t =
|
.
|

\
|
I
2
1
0 > o ) (o I
}

= I
o
o
o
0
1
) ( dx e x
x
Gamma Function
Continuous distributions
Erlang distribution: If X is a continuous RV is said to be follow
Erlang distribution then the probability density function is given by

MGF =

Mean = /
Variance = /
2

1
t
o

| |

|
\ .
For all life time problems you can
apply Erlang distribution.
( )
1
( ) , 0
x
e x
f x x
o

= >
It has denoted by X ~ G(,)
If = 1 then Erlang distribution becomes an exponential
distribution and = 1 it becomes a simple Gamma distribution.
Where (always a positive real number) is
called shape parameter and (any positive
real number) is called the scale parameter.
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Standard Gamma Distribution
The standard gamma distribution has 1 = |
The probability density function of the standard
Gamma distribution is:
x
e x x f

I
=
1
) (
1
) ; (
o
o
o
0 > x
for
And is 0 otherwise
Continuous distributions
Weibull distribution: If X is a continuous RV is said to be follow
Weibull distribution then the probability density function is given by


Mean =

Variance =
For all life time problems you can
apply Weibull distribution.
1
( ) , 0
x
f x x e x
|
| o
o|

= >
It has denoted by X ~ W(,)
If = 1 then Weibull distribution becomes exponential
distribution
1
1
1
|
o
|

+
2
2
2 1
1 1
|
o
| |

(
| |
(
+ +
|
|
(
\ .

1. In a certain city, the daily consumption of electric power in millions of kilowatt hours
can be treated as RV having an Erlang distribution with parameters = and k = 3.
If the power plant of this city has a daily capacity of 12 millions kilowatt hours, what
is the probability that this power supply will be inadequate on any given day.
2. Suppose that the lifetime (in years) of an electric device has the following probability
density . The device is sold with one year warranty. The
manufacturer is considering offering an extended warranty for an additional one year.
What proportion of all devices that are found to be working at the expiration of the
regular warranty will be working at the end of the extended warranty?
3. Suppose that the lifetime of a certain kind of an emergency backup battery (in hours)
is a random variable X having the Weibull distribution =0.1 and = 0.5. Find (a) the
mean lifetime of these batteries (b) the probability that such battery will last more
than 300 hours, (c) the probability that such a battery will not last 100 hours.
4. Each of 6 tubes of a radio set has a life length (in years) which may be considered as
a RV that follows a Weibull distribution with parameters =25 and =2. If these
tubes function independently of one another, what is the probability that no tube will
have to be replaced during the first 2 months of service?
5. If the life X (in years) of a certain type of a car has a Weibull distribution with the
parameter =2, find the value of the parameter , given that probability that the life
of the car exceeds 5 years is e
-0.25
. For these values of and , find the mean and
variance.

0.25
( ) (0.0625) , 0
x
f x xe x

= >