ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Alphabet
Deduction system
Theory
Zermelo-Fraenkel set theory
Set
Subset
Power set
Hyperpower set sequence
Hyperpower set
Hypersubset
Subset algebra
Subset structure
Measurable space
Measure space
Probability space
Filtered probability space
Random time
Stopping time
Negative binomial random natural number
Geometric random positive integer
Standard exponential random positive real number
Exponential random positive real number
Erlang random positive real number
Definition D3838
Gamma random positive real number
Formulation 2
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameters $\alpha, \beta \in (0, \infty)$ if and only if \begin{equation} \forall \, t \in \mathbb{R} : \mathbb{E} (e^{i t X}) = (1 - i t \beta^{-1})^{- \alpha} \end{equation}
Formulation 3
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameters $\alpha, \beta \in (0, \infty)$ if and only if \begin{equation} \forall \, t \in \mathbb{R} : \mathbb{E} (e^{i t X}) = \frac{1}{\left( 1 - \frac{i t}{\beta} \right)^{\alpha}} \end{equation}
Formulation 4
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameters $\alpha, \beta \in (0, \infty)$ if and only if \begin{equation} \forall \, t \in \mathbb{R} : \mathbb{E} (e^{i t X}) = \left( 1 - \frac{i t}{\beta} \right)^{- \alpha} \end{equation}
Formulation 6
Let $\alpha, \beta \in (0, \infty)$ each be a D5407: Positive real number such that
(i) $x \mapsto \lfloor x \rfloor$ is the D764: Real-integer floor function
(ii) \begin{equation} N := \lfloor \alpha \rfloor \end{equation}
(iii) $T_1, \, \ldots, \, T_N \overset{d}{=} \text{Exponential}(\beta)$ are each an D214: Exponential random positive real number
(iv) $A \overset{d}{=} \text{Alpha}(\alpha - N, \beta)$ is an D6332: Alpha random positive real number
(v) $A, T_1, \, \ldots, \, T_N$ is an D2713: Independent random collection
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameter $(\alpha, \beta)$ if and only if \begin{equation} X \overset{d}{=} A + \sum_{n = 1}^N T_n \end{equation}
Children
D4867: Beta random positive real number
Results
R5251: Exponential random positive real number is a gamma random positive real number
R2338: Finite sum of I.I.D. exponential random positive real numbers is a gamma random random positive real number
R5243: Finite sum of uncorrelated identically distributed exponential random positive real numbers is a gamma random random positive real number
Remarks
Remark 1 (Gamma random positive real number as a generalization of an Erlang random positive real number)
In a sense, the D3838: Gamma random positive real number is a generalization of an D4862: Erlang random positive real number where the $\alpha$ parameter need not be restricted to the positive integers, but can be any positive real number.