GammaI(x, a, b)

Returns the incomplete gamma function, defined as:

[math]\displaystyle{ GammaI(x,a,b) = {1\over{\gamma(a)}} \int_0^{x/b} e^{-t} t^{a-1} dt }[/math]

«a» is the shape parameter, «b» is an optional scale factor (default b = 1). Note that some textbooks use [math]\displaystyle{ \lambda = 1/a }[/math] as the scale factor. The incomplete gamma function is defined for x ≥ 0.

The incomplete gamma function returns the cumulative area from zero to «x»' under the Gamma distribution.

The incomplete gamma function is useful in a number of mathematical and statistical contexts.


Advanced Math, Distribution Densities Library (Distribution Densities.ana)

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