Function rgsl::randist::gamma::gamma

pub fn gamma(r: &mut Rng, a: f64, b: f64) -> f64

This function returns a random variate from the gamma distribution. The distribution function is,

p(x) dx = {1 over Gamma(a) b^a} x^{a-1} e^{-x/b} dx

for x > 0.

The gamma distribution with an integer parameter a is known as the Erlang distribution.

The variates are computed using the Marsaglia-Tsang fast gamma method. This function for this method was previously called gsl_ran_gamma_mt and can still be accessed using this name.