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감마분포

수학 & 통계 > 수리통계1 > 3. 일변량 분포 : 예시 > 감마분포

감마분포

  • 먼저 감마함수에 대해 아는게 필요하다. 클릭!
\begin{align*} X &\sim gamma(\alpha, \beta) \\\\ f_{X}(x) &= \frac{1} {\Gamma(\alpha)\beta^\alpha}~ x^{\alpha-1}e^{-\frac{x}{\beta}}_~,~ I(x>0) \end{align*}

확률함수 조건 확인

\int_{-\infty}^{\infty}f_X(x)dx = \int_{0}^{\infty} \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} ~x^{\alpha-1} ~e^{-\frac{x}{\beta}} \\[15pt] (y~=~\dfrac{x}{\beta}, ~x~=~\beta y~, ~J~=~\beta ) \\[15pt] \begin{align*} &=\int_{0}^{\infty} \dfrac{1} {\Gamma(\alpha)\beta^{\alpha}} ~(\beta y)^{\alpha-1} ~e^{-y}\beta \\[15pt] &=\int_{0}^{\infty} \dfrac{1} {\Gamma(\alpha)} ~y^{\alpha-1} ~e^{-y} \\[15pt] &=1 \end{align*}

여기서 중요한 특징을 볼 수 있다.

\int_{0}^{\infty} \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} ~x^{\alpha-1} ~e^{-\frac{x}{\beta}}~dx = 1 \\[20pt] \Gamma(\alpha)\beta^{\alpha} = \int_{0}^{\infty} ~x^{\alpha-1} ~e^{-\frac{x}{\beta}} ~dx

이를 이용해 적률 계산에 활용한다.

1차 적률 = 평균
\begin{align*} E(X) &= \int_{0}^{\infty} x\cdot f_X(x)dx \\[15pt] &= \int_{0}^{\infty} x\cdot \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} ~x^{\alpha-1}~e^{-\frac{x}{\beta}} \\[15pt] &= \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} \int_{0}^{\infty} ~x^{(\alpha+1)-1} ~e^{-\frac{x}{\beta}} \\[15pt] &= \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} \cdot \Gamma(\alpha+1) \cdot \beta^{\alpha+1} \\[15pt] &= \alpha\beta \end{align*}
2차 적률과 분산
\begin{align*} E(X^2) &= \int_{-\infty}^{\infty} ~x^2 \cdot f_X(x)dx \\[15pt] &= \int_{-\infty}^{\infty} ~x^2 \cdot \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} ~x^{\alpha-1}~e^{-\frac{x}{\beta}} \\[15pt] &= \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} \cdot \Gamma(\alpha+2) \cdot \beta^{\alpha+2} \\[15pt] &= \alpha(\alpha+1)\beta^2 \end{align*}
\begin{align*} Var(X) &= E(X^2) - E(X^2) \\[15pt] &= \alpha(\alpha+1)\beta^2~-~ \alpha^2\beta^2 \\[15pt] & = \alpha\beta^2 \end{align*}
MGF
\begin{align*} M_Y(y) &= E(e^{ty}) \\[15pt] &= \int_{0}^{\infty} e^{ty} \cdot \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} ~y^{\alpha-1}~e^{-\frac{y}{\beta}} \\[20pt] &= \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} \cdot\int_{0}^{\infty} y^{\alpha-1} \exp \bigg\{ -y~\Big(\frac{1}{\beta} - t\Big) \bigg\} \\[20pt] &= \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} \cdot\int_{0}^{\infty} y^{\alpha-1} \exp \bigg\{ -y~\Big(\frac{1-\beta t}{\beta} \Big) \bigg\} \\[20pt] &= \dfrac{1}{\Gamma(\alpha)\beta^{\alpha}} \cdot\int_{0}^{\infty} y^{\alpha-1} \exp \bigg\{ -y \div \Big(\frac{\beta} {1-\beta t}\Big) \bigg\} \\[20pt] \end{align*}
\begin{align*} M_Y(y) &= \dfrac{1}{\Gamma(\alpha)~\beta^{\alpha}} \cdot \int_{0}^{\infty} y^{\alpha-1} \exp \bigg\{ - \dfrac{y}{\beta_*} \bigg\} \kern{50pt} \\[20pt] &=\dfrac {1} {\Gamma(\alpha)~\beta^{\alpha}} \cdot {\Gamma(\alpha)~{\beta_*}^{\alpha}} \\[20pt] &= \bigg( \dfrac{\beta_*}{\beta} \bigg) ^{\alpha} = \bigg( \dfrac {\beta}{1-\beta t}~\cdot ~\dfrac{1}{\beta} \bigg)^{\alpha} \\[40pt] \therefore~ M_Y(y) &= (1-\beta t)^{-\alpha} ~~I \bigg(t < \dfrac{1}{\beta}\bigg) \end{align*}

계산

\begin{align*} E(X) &= \dfrac {\Gamma(\alpha + k)~\beta^{a+k}} {\Gamma(\alpha)~\beta^{a}} \\[20pt] E(X^2) &= \dfrac {\Gamma(\alpha + 2)~\beta^{a+2}} {\Gamma(\alpha)~\beta^{a}} = (\alpha + 1)\alpha \cdot \beta^{\alpha} \\[20pt] E(X^{-1}) &= \dfrac {\Gamma(\alpha-1)~\beta^{a-1}} {\Gamma(\alpha)~\beta^{a}} = \dfrac {1} {(\alpha-1)\beta} \\[20pt] E(X^{-2}) &= \dfrac {\Gamma(\alpha-2)~\beta^{a-2}} {\Gamma(\alpha)~\beta^{a}} = \dfrac {1} {(\alpha-1)(\alpha-1)\beta^2} \\[20pt] \end{align*}