Skip to content

Scale and shape parameters of Gamma mixture distributions

2 messages · Marine Regis, Rolf Turner

Marine Regis
# 
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


Thanks a lot for your time.

Marine
Rolf Turner
#
On 25/08/16 23:28, Marine Regis wrote:
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