Message-ID: <e84bd896-29a5-6c24-194c-54a5a51d4714@auckland.ac.nz>
Date: 2016-08-26T07:21:24Z
From: Rolf Turner
Subject: Scale and shape parameters of Gamma mixture distributions
In-Reply-To: <AM3PR07MB4685485D8E090E0798CB949E2ED0@AM3PR07MB468.eurprd07.prod.outlook.com>
On 25/08/16 23:28, Marine Regis wrote:
> Hello,
>
>
> I used the function "mix" (package "mixdist'') to fit Gamma mixture distributions. The function gives mu and sigma parameters (output below). How can I find the scale and shape parameters of the Gamma distributions ?
>
>
> Parameters:
> pi mu sigma
> 1 0.2089 185.7 285.4
> 2 0.7911 530.1 423.5
I have no familiarity with the "mixdist" package, but I find it very
surprising that mix() would return a fit of a Gamma mixture parametrised
in terms of mu and sigma. I suspect that you are doing something wrong.
If it really *does* give you such a parametrisation, you can recover the
shape (alpha) and scale (beta) parameters by solving
mu = alpha*beta
sigma^2 = alpha*beta^2
for alpha and beta.
cheers,
Rolf Turner
--
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276