Theorem 8.4.8. Properties of the Gamma Distribution.

For the gamma distribution from an underlying Poisson process with \(\lambda\) found by solving the Poisson mean = \(\lambda T\text{,}\)
\begin{equation*} \mu = r \lambda \end{equation*}
\begin{equation*} \sigma^2 = r \lambda^2 \end{equation*}
\begin{equation*} \gamma_1 = \frac{2}{\sqrt{r}} \end{equation*}
\begin{equation*} \gamma_2 = \frac{6}{r} + 3 \end{equation*}

Proof.

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