Gamma Distribution is Used For Many Purposes
Gamma Distribution is a member of the two-parameter exponential family of distributions. Being a member of this family we can have complete sufficient statistics to estimate the parameters of this distribution.
In Bayesian inference, Gamma Distribution is conjugate prior to many other maximum likelihood distributions like: Normal, Poisson, Exponential, Pareto etc.
It is used to model the size of insurance claims and the amount of rainfall in a particular place at a particular time.
It is also used to model multi-level errors in Poisson Regression Methods.
In other fields like Wireless Communications, Genomics, Neuroscience etc, Gamma Distribution is widely used.
