Gamma distribution

Gamma distribution is from the family of exponential distribution. It usually measures the times between independent exponential distribution. It is related to Poisson distribution.

Gamma distribution measures the time it takes for $$\alpha$$ identical and independent exponential distributions with parameter $$\theta$$ to occur.

The Probability density function of the Gamma distribution is $$ f(x) = \frac{1}{\Gamma(\alpha)\theta^{\alpha}}x^{\alpha-1}e^{-x/\theta} $$.

You can integrate this function to get the CDF, or visit the Wikipedia page for Gamma distribution.