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gundalav...
Posted: Wed Jul 02, 2008 3:16 am
Guest
Hi all,

Is it true that Gamma distributions "cannot" model
the bimodal distributions?

Is there any literature I can refer to that says
that Gamma distribution is "always" unimodal?

For example I have the following figures.

http://docs.google.com/View?docid=dcvdrfrh_1dk9r2rc7

It has two peaks in the density.

The red line is normal curve and green line is gamma curve.
Notice that red line can correctly fit the histogram that has two
peaks
(i.e. red curve also has two peaks).

But the gamma curve there only has one curve.

I was wondering if I can fit the gamma function such that it also
yields two peaks.

Regards,
GV.
Ray Koopman...
Posted: Wed Jul 02, 2008 6:24 am
Guest
On Jul 2, 6:16 am, gundalav <gunda... at (no spam) gmail.com> wrote:
Quote:
Hi all,

Is it true that Gamma distributions "cannot" model
the bimodal distributions?

Is there any literature I can refer to that says
that Gamma distribution is "always" unimodal?

For example I have the following figures.

http://docs.google.com/View?docid=dcvdrfrh_1dk9r2rc7

It has two peaks in the density.

The red line is normal curve and green line is gamma curve.
Notice that red line can correctly fit the histogram that has two
peaks (i.e. red curve also has two peaks).

But the gamma curve there only has one curve.

I was wondering if I can fit the gamma function such that it also
yields two peaks.

Regards,
GV.

Try a mixture of two gammas.
Paul Rubin...
Posted: Wed Jul 02, 2008 10:31 am
Guest
gundalav wrote:
Quote:
Hi all,

Is it true that Gamma distributions "cannot" model
the bimodal distributions?

Is there any literature I can refer to that says
that Gamma distribution is "always" unimodal?

For example I have the following figures.

http://docs.google.com/View?docid=dcvdrfrh_1dk9r2rc7

It has two peaks in the density.

The red line is normal curve and green line is gamma curve.
Notice that red line can correctly fit the histogram that has two
peaks
(i.e. red curve also has two peaks).

But the gamma curve there only has one curve.

I was wondering if I can fit the gamma function such that it also
yields two peaks.


No. If you look up the gamma density function and set its first
derivative equal to zero, you get a unique solution (corresponding to
the unique mode).

/Paul
Lurker...
Posted: Thu Jul 03, 2008 5:17 am
Guest
"Ray Koopman" <koopman at (no spam) sfu.ca> wrote in message
news:b166ec78-ff3d-42f0-9f50-c1060f74e91f at (no spam) q24g2000prf.googlegroups.com...
Quote:
On Jul 2, 6:16 am, gundalav <gunda... at (no spam) gmail.com> wrote:
Hi all,

Is it true that Gamma distributions "cannot" model
the bimodal distributions?

Is there any literature I can refer to that says
that Gamma distribution is "always" unimodal?

For example I have the following figures.

http://docs.google.com/View?docid=dcvdrfrh_1dk9r2rc7

It has two peaks in the density.

The red line is normal curve and green line is gamma curve.
Notice that red line can correctly fit the histogram that has two
peaks (i.e. red curve also has two peaks).

But the gamma curve there only has one curve.

I was wondering if I can fit the gamma function such that it also
yields two peaks.

Regards,
GV.

Try a mixture of two gammas.

The red line in yourfigure is NOT a Normal distribution.
A Normal distribution, like a gamma distribution, has only one
mode (peak). For on-line "literature" try
http://en.wikipedia.org/wiki/Normal_distribution
http://en.wikipedia.org/wiki/Gamma_distribution
http://www.causascientia.org/math_stat/Dists/Compendium.pdf
and note that the expressions for the modes of the Normal and
the Gamma are single valued. You may find the "Continuous
Mixtures" section of Compendium.pdf interesting, but working
with mixtures of distributions can be awkward.

Hope that helps,

A Lurker
Jack Tomsky...
Posted: Thu Jul 03, 2008 7:00 am
Guest
Quote:
The red line in yourfigure is NOT a Normal
distribution.
A Normal distribution, like a gamma distribution, has
only one
mode (peak). For on-line "literature" try
http://en.wikipedia.org/wiki/Normal_distribution
http://en.wikipedia.org/wiki/Gamma_distribution
http://www.causascientia.org/math_stat/Dists/Compendiu
m.pdf
and note that the expressions for the modes of the
Normal and
the Gamma are single valued. You may find the
"Continuous
Mixtures" section of Compendium.pdf interesting, but
working
with mixtures of distributions can be awkward.

Hope that helps,

A Lurker




The red curve looks like a mixture of two normals, while the green curve is that of a single gamma. A similar procedure used to fit a mixture of normals can also be used to fit a mixture of gammas or even a mixture of Weibulls.

Jack
 
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