assuming X~Gamma(k,theta) where k and theta are shape and scale parameters, the CDF Fx(x) should be
Fx(x) = 1/Gamma(k)*gamma(k,x/theta) where Gamma is the gamma function and gamma is the lower incomplete gamma function
however, trying to use gammainc for the incomplete gamma function I get a monotonic decreasing result, instead of the expected increasing to 1 CDF. instead I am using gamcdf which seems reasonable, but I don't understand the nature of the difference.
help ? anyone?
Best Answer