How would you fit a gamma distribution to a data in R?

Viewed 22161

Suppose I have the variable x that was generated using the following approach:

x <- rgamma(100,2,11) + rnorm(100,0,.01) #gamma distr + some gaussian noise

    head(x,20)
 [1] 0.35135058 0.12784251 0.23770365 0.13095612 0.18796901 0.18251968
 [7] 0.20506117 0.25298286 0.11888596 0.07953969 0.09763770 0.28698417
[13] 0.07647302 0.17489578 0.02594517 0.14016041 0.04102864 0.13677059
[19] 0.18963015 0.23626828

How could I fit a gamma distribution to it?

3 Answers

You could also try to quickly and efficiently fit Gamma distribution with the Le Cam one-step estimation procedure using the onestep command in the OneStep package.

library(OneStep)
x <- rgamma(100,2,11) + rnorm(100,0,.01)
onestep(x,"gamma")

Parameters:
       estimate
shape  2.155451
rate  11.679060
Related