## Definition of Gamma Distribution

A continuous random variable $X$ is said to have an gamma distribution with parameters $\alpha$ and $\beta$ if its p.d.f. is given by $$\begin{equation*} f(x)=\left\{ \begin{array}{ll} \frac{\alpha^\beta}{\Gamma(\beta)}x^{\beta -1}e^{-\alpha x}, & \hbox{x>0;\alpha, \beta >0;} \\ 0, & \hbox{Otherwise.} \end{array} \right. \end{equation*}$$

## Mean of Gamma Distribution

The mean or expected value of gamma random variable is $E(X)= \dfrac{\beta}{\alpha}$

## Variance of Gamma distribution

The variance of gamma random variable is $V(X) = \dfrac{\beta}{\alpha^2}$.