[Gretl-devel] Re: gretl/doc/commands gretl_commands.xml, 1.264, 1.265

[Cristian Rigamonti]

On Wed, Jul 18, 2007 at 03:06:27PM +0000, Allin Cottrell wrote:
> Update of /cvsroot/gretl/gretl/doc/commands
> In directory sc8-pr-cvs2.sourceforge.net:/tmp/cvs-serv29173/doc/commands
> 
> Modified Files:
> 	gretl_commands.xml 
> Log Message:
> Gamma p-values: use shape/scale parameterization
> 
> 
> Index: gretl_commands.xml
> ===================================================================
> RCS file: /cvsroot/gretl/gretl/doc/commands/gretl_commands.xml,v
> retrieving revision 1.264
> retrieving revision 1.265
> diff -u -d -r1.264 -r1.265
> --- gretl_commands.xml	17 Jul 2007 17:29:48 -0000	1.264
> +++ gretl_commands.xml	18 Jul 2007 15:06:25 -0000	1.265
> @@ -6208,14 +6208,14 @@
>  	given, before the <repl>xval</repl>: for the <mathvar>t</mathvar>
>  	and chi-square distributions, the degrees of freedom; for
>  	<mathvar>F</mathvar>, the numerator and denominator degrees of
> -	freedom; for gamma, the mean and variance; for the binomial
> -	distribution, the <quote>success</quote> probability and the
> -	number of trials; and for the Poisson distribution, the parameter
> -	&lgr; (which is both the mean and the variance).  Note: the
> -	parameters for the gamma distribution are sometimes given as shape
> -	and scale rather than mean and variance.  The mean is the product
> -	of the shape and the scale; the variance is the product of the
> -	shape and the square of the scale.  
> +	freedom; for gamma, the shape and scale parameters; for the
> +	binomial distribution, the <quote>success</quote> probability and
> +	the number of trials; and for the Poisson distribution, the
> +	parameter &lgr; (which is both the mean and the variance).  Note:
> +	the parameters for the gamma distribution are sometimes given as
> +	mean and variance rather than shape and scale.  The mean is the
> +	product of the shape and the scale; the variance is the product of
> +	the shape and the square of the scale.  

Two notes about this:

- If the user is supposed to feed gretl with the shape and scale parameters, I
  think it would be more useful to "take the inverse" of the last sentence,
  something like:

    The scale parameter is the variance divided by the mean; the shape parameter is
    the square of the mean divided by the variance.

  (please check the implied maths :-)

- In some textbooks (such as my edition of Mood et al.) the gamma distribution
  is parametrized using an inverse-scale parameter (which affects the above
  calculations), so we should probably mention which version of the function we
  are using.  For example, see http://en.wikipedia.org/wiki/Gamma_distribution 

Cri

-- 
GPG/PGP Key-Id 0x943A5F0E      -    http://www.linux.it/~cri/cri.asc
Free software, free society    -    http://www.fsfeurope.org
-------------- next part --------------
A non-text attachment was scrubbed...
Name: not available
Type: application/pgp-signature
Size: 189 bytes
Desc: Digital signature
Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20070719/9f640c46/attachment.bin