The Gamma Distribution: Waiting Time for the r-th Event in a Poisson Process

This 13-minute video lecture explores the gamma distribution and its relationship to the exponential distribution, explaining how it represents the waiting time for the r-th event in a Poisson process. Learn about the formal definition of the gamma distribution, follow along with its mathematical derivation, and understand its practical applications through a real-world example of waiting times at the DMV. Produced at the University of Washington with funding support from the Boeing Company, the lecture is structured into clear sections covering the introduction, definition, derivation, and practical example to help build a comprehensive understanding of this important probability distribution.