jax.random.gamma#

jax.random.gamma(key, a, shape=None, dtype=<class 'float'>)[source]#

Sample Gamma random values with given shape and float dtype.

The values are distributed according the the probability density function:

\[f(x;a) \propto x^{a - 1} e^{-x}\]

on the domain \(0 \le x < \infty\), with \(a > 0\).

This is the standard gamma density, with a unit scale/rate parameter. Dividing the sample output by the rate is equivalent to sampling from gamma(a, rate), and multiplying the sample output by the scale is equivalent to sampling from gamma(a, scale).

Parameters:
Return type:

Array

Returns:

A random array with the specified dtype and with shape given by shape if shape is not None, or else by a.shape.

See also

loggammasample gamma values in log-space, which can provide improved

accuracy for small values of a.