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gammavariate uses misleading parameter names. #104337

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@drj11

Documentation for gammavariate

The parameters of the gammavariate function (in random module) are alpha, beta.

We can see, from the mathematical description given, that these correspond to shape and scale. Wikipedia conventionally describes these using the symbols k and theta. Wikipedia uses beta for rate, which is the reciprocal of scale: beta = 1/theta

This is a proposal to:

  • explain that alpha and beta are also known as shape and scale;
  • reinforce that by adding that μ is proportional to scale;
  • add a warning that these are not the conventional names.

or, more controversially, scrap all that and rename the parameters k and theta. I understand that the parameter names leak into the API, so maybe not this option.

Side note: there is some variability in naming convention. The only textbook i have to hand is Grimmett and Stirzaker "Probability and Random Process" (OUP, 1982). That uses Γ(λ, t) where lambda is rate and t is shape.

(A clear and concise description of the issue.)

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  1. added
    docsDocumentation in the Doc dir
    on May 9, 2023
  2. mdickinson commented on May 9, 2023

    @mdickinson
    Member
    • add a warning that these are not the conventional names.

    I'm curious: what's the algorithm for determining what the conventional names are? The first textbook I checked was DeGroot's "Probability and Statistics" (2nd edn, ISBN 0-201-11366-X), which uses α and β for the parameter names (p.286 onwards). The C++ std. lib. uses alpha and beta (ref). The first hit I got in an arXiv search was this paper, which uses α and β.

  3. mdickinson commented on May 9, 2023

    @mdickinson
    Member

    Hmm, sorry; I see - there's variation in whether β represents the scale or the inverse scale. Of the three references mentioned above, DeGroot has β being the inverse of the scale, while the C++ std. lib. and the paper referenced have β as the scale parameter. A Google Books search pulled up this book as the first hit, which also uses β as the scale.

    So indeed there's variation, but Python's choice doesn't seem to be particularly unusual here. A note following your first suggestion ("explain that alpha and beta are also known as shape and scale") doesn't seem unreasonable, but I'm not seeing a case for the suggested warning (and still less for renaming).

  4. mdickinson commented on May 9, 2023

    @mdickinson
    Member

    A Google Books search pulled up this book as the first hit, which also uses β as the scale.

    Hmm. Forget the book - that doesn't seem to be a good reference. It hedges its bets weirdly by presenting pdfs using β both as a scale parameter and an inverse scale parameter, and seems to interchange between the two inconsistently (e.g., in Ch III, the variance is computed as ɑβ²).

  5. mdickinson commented on May 9, 2023

    @mdickinson
    Member

    One more data point: here's Wolfram Alpha:
    Screenshot 2023-05-09 at 20 54 30

    And one more (though it's not one I'd give much weight to): whatever sources ChatGPT was trained on also seem to think of β as a scale parameter:

    Screenshot 2023-05-09 at 20 58 28
  6. drj11 commented on May 10, 2023

    @drj11
    ContributorAuthor

    You seem to have resolved most issues whilst i was asleep.

    Agreed that this use of alpha and beta fall within existing accepted use, and therefore on not changing the names. Agreed (obviously) that adding a note relating to shape and scale would be useful.

    As for convention, i didn't claim any particular convention, i just deferred to Wikipedia (which of course, you are welcome to edit). Although i do claim that i was mislead.

  7. terryjreedy commented on May 10, 2023

    @terryjreedy
    Member

    I propose that in https://github.com/python/cpython/blob/main/Doc/library/random.rst we replace

    Conditions on the parameters are alpha > 0 and beta > 0.

    with

    The shape and scale parameters alpha and beta, must get positive values. (Confusingly, 'beta' is sometimes used instead for the rate parameter 1 / scale.)

    @rhettinger ?

  8. rhettinger commented on May 11, 2023

    @rhettinger
    Contributor

    One other source for comparison: https://support.microsoft.com/en-us/office/gamma-dist-function-9b6f1538-d11c-4d5f-8966-21f6a2201def The MS Excel docs are precise because they show the underlying probability density functions.

    The suggested edit looks fine to me though I might have chosen different wording:

    - The shape and scale parameters alpha and beta, must get positive values.
    + The shape and scale parameters, alpha and beta, must have positive values.
    - (Confusingly, 'beta' is sometimes used instead for the rate parameter 1 / scale.)
    + (Calling conventions vary and some sources define 'beta' as the inverse of the scale).
    
  9. added a commit that references this issue on May 11, 2023
  10. terryjreedy commented on May 11, 2023

    @terryjreedy
    Member

    PR with Raymond's improvements upon my draft.

  11. added a commit that references this issue on May 14, 2023
  12. added a commit that references this issue on May 14, 2023
  13. added a commit that references this issue on May 14, 2023
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