[R] Scale and shape parameters of Gamma mixture distributions

[Rolf Turner]

On 25/08/16 23:28, Marine Regis wrote:
> Hello,
>
>
> I used the function "mix" (package "mixdist'') to fit Gamma mixture distributions. The function gives mu and sigma parameters (output below). How can I find the scale and shape parameters of the Gamma distributions ?
>
>
> Parameters:
>       pi    mu sigma
> 1 0.2089 185.7 285.4
> 2 0.7911 530.1 423.5

I have no familiarity with the "mixdist" package, but I find it very 
surprising that mix() would return a fit of a Gamma mixture parametrised 
in terms of mu and sigma.  I suspect that you are doing something wrong.

If it really *does* give you such a parametrisation, you can recover the 
shape (alpha) and scale (beta) parameters by solving

    mu = alpha*beta
    sigma^2 = alpha*beta^2

for alpha and beta.

cheers,

Rolf Turner

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Technical Editor ANZJS
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