Gamma :: SAS(R) Simulation Studio 12.3: User's Guide

The density function of the gamma distribution is

$f(x) = \frac{\lambda ^{-\alpha }x^{\alpha - 1}e^{-\frac{x}{\lambda }}}{\Gamma (\alpha )}$

where $x \ge 0$ . The function $\Gamma (z)$ is defined in the section Beta.

Parameters:

$\alpha$	is the shape parameter, $\alpha > 0$ .
$\lambda$	is the scale parameter, $\lambda > 0$ .