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wgamstat

PURPOSE ^

Mean and variance for the Gamma distribution.

SYNOPSIS ^

[m,v]= wgamstat(a,b);

DESCRIPTION ^

 WGAMSTAT Mean and variance for the Gamma distribution. 
   
  CALL:  [m,v] = wgamstat(a,b) 
  
    m, v = the mean and variance, respectively  
       a = parameter, a>0 
       b = parameter, b>0 (default b=1) 
  
   Mean (m) and variance (v) for the Gamma distribution is 
  
   m=ab  and  v=ab^2; 
  
  Example: 
    [m,v] = wgamstat(5,2)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function [m,v]= wgamstat(a,b); 
002 %WGAMSTAT Mean and variance for the Gamma distribution. 
003 %  
004 % CALL:  [m,v] = wgamstat(a,b) 
005 % 
006 %   m, v = the mean and variance, respectively  
007 %      a = parameter, a>0 
008 %      b = parameter, b>0 (default b=1) 
009 % 
010 %  Mean (m) and variance (v) for the Gamma distribution is 
011 % 
012 %  m=ab  and  v=ab^2; 
013 % 
014 % Example: 
015 %   [m,v] = wgamstat(5,2) 
016  
017 % Reference: Johnson, Kotz and Balakrishnan (1994) 
018 % "Continuous Univariate Distributions, vol. 1", p. 494 ff 
019 % Wiley 
020  
021 % Tested on; Matlab 5.3 
022 % History:  
023 % revised pab Dec2003 
024 % fixed a bug: k1 -> k3 
025 % revised pab 24.10.2000 
026 %  - added comnsize, nargchk 
027 % added ms 26.06.2000 
028 % added b parameter ms 23.08.2000 
029  
030 error(nargchk(1,2,nargin)) 
031 if nargin<2,  b=1;end 
032 [errorcode a b] = comnsize(a,b); 
033 if errorcode > 0 
034     error('a and b must be of common size or scalar.'); 
035 end 
036  
037 % Initialize  m  and v to zero. 
038 m = zeros(size(a)); 
039 v=m; 
040  
041 k=find(a > 0 & b>0); 
042 if any(k), 
043   m(k) =  a(k).*b(k); 
044   v(k) = m(k).*b(k); 
045 end 
046  
047 k3 = find(a<=0 | b<=0 );      
048 if any(k3) 
049   tmp = NaN; 
050   m(k3) = tmp(ones(size(k3))); 
051   v(k3)=m(k3); 
052 end 
053  
054  
055  
056

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

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