[SciPy-User] gamma.pdf numerically unstable?

Tom Furmston tfurmston@googlemail....
Mon Aug 6 08:29:08 CDT 2012


Hi,

I'm trying to use the gamma distribution in the SciPy library, but it
appears to be numerically unstable.

First, I've imported the library with

from scipy.stats import gamma

I want to evaluate the gamma distribution are x = 1.6, where the gamma
distribution has the parameters shape = 142, scale = 0.0098. When I
type

gamma.pdf(1.6, 142, loc=0, scale=0.0098)

I get a value of inf.

According to matlab the value should be around 0.7030.

Am I using this distribution correctly? Is this distribution known to
suffer from numerical issues?

TAI


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