Gamma Distribution

The continuous random variable X is said to follow

a gamma distribution with parameter  if its probability
function is given by

ex x 1
 ,   0, 0  x  
f (x)   ()
0 , otherwise


Where ( )   x  1e  x dx for   0
0

MGF, Mean and Variance of Gamma distribution


MGF= (1  t )
1
Mean of Gamma distribution=  1   ;

12  2  

Variance of Gamma distribution= 2  

Generalized form of the Gamma distribution (Erlang

distribution) (Gamma distribution with two parameters)
A continuous random variable X having the following density
function is said to follow generalized gamma distribution with
parameters ‘a’ and '  ' .
Dr.K.Kavitha(SAS)
 eax x 1a
f ( x)  , a  0,   0, 0  x  
( )

Problem:
In a certain city, the daily consumption of electric power in
millions of kilowatt hours can be treated as a random variable
having gamma distribution with parameters (1/2, 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?

Let X represents the daily consumption of electric power in

millions of kilowatt hours. Then the density of X is given as

eax x 1a
f ( x)  , a  0,   0, 0  x  
( )
x 3

e 2 x2  1 
 
f ( x)  2
(3)

Dr.K.Kavitha(SAS)
P (the power supply is inadequate)=P(X>12)
( since the daily capacity is only 12)
x


x 2e 2
=  3
dx (  ( 3 )   ( 2  1)  2!)
12 2  (3 )

 x x  x
  
1  2 e
2 e 2 e  2
 x  2 x 2
= 16 1 1 1  (Using Bernoulli’s formula)
   
 2 4 8  12
1 6
= e 288  96  16   0.0625
16

Weibull Distribution
A continuous random variable is said to follow a weibull
distribution with parameter  ,   0, if it has the probability
density function given by

  x  1 e x , x  0,  ,   0
f ( x)  
 0 , otherwise
e x , x  0
Note: When   1, then f ( x)  
0, x  0

Dr.K.Kavitha(SAS)
 Which is the probability density function of the
exponential distribution. Therefore, When   1 , the Weibull
distribution reduces to the exponential distribution with
parameter  .
Mean and Variance of Weibull Distribution
1

  1
Mean = 11    1  
 

2

  2
 12   1  
 

2 2
  
 2  1
Variance  2   1   1   ]
    

Problem:
1. Each of the 6 tubes of a radio set has a life length (in
years). Which may be considered as a random
variable that follows a Weibull distribution with
parameters   25,   2. If these tubes function
independently on one another, What is the
probability that no tube will have to be replaced
during the first 2 months of service?
Let X represents the life length of each tube, then
its probability density function is
 1  x 
  x e , x  0,  ,   0
f ( x)  
 0 , otherwise
Dr.K.Kavitha(SAS)
Given   25,   2.

 25 x 2
 f ( x)  50xe , x0

P( a tube is not to be replaced during the 1st two months)=


2 1 2

P(X  )  P ( X  )   50 xe  25 x dx
12 6 1
6

[ 25 x 2  t ; 50 xdx  dt ; when x  , t

1 25
when x  ,t  ]
6 36
  25

  e t
dt  e t
 e 36  0 . 4993
25
25
36
36

P( all the 6 tubes are not to be replaced during the 1st two months)=

6
  25 
e 36  ( independen ce )
 
25

e 6  0 .0155
Dr.K.Kavitha(SAS)