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Definition: Gamma distribution is a distribution that arises naturally in processes for which the waiting times between events are relevant. It can be thought of as a waiting time between Poisson distributed events. Probability density function: The waiting time until the hth Poisson event with a rate of change Î» is.
General. 1  The gamma function is used in the mathematical and applied sciences almost as often as the well-known factorial symbol . It was introduced by the famous mathematician L. Euler (1729) as a natural extension of the factorial operation from positive integers to real and even complex values of the argument .