Definition 8.4.3. Gamma Probability Function.
If \(X\) is a random variable with real parameters \(\lambda\) and \(\alpha\) with probability function
\begin{equation*}
f(x) = \frac{x^{\alpha-1} \cdot e^{-\frac{x}{\lambda}}}{\Gamma(\alpha) \cdot \lambda^\alpha}
\end{equation*}
then \(X\) is said to have a Gamma Distribution.