<p><a href="https://github.com/aditya1315" class="user-mention">@aditya1315</a>: yes, I agree that your approach is reasonable.  You can base the code on what I wrote, and then write some tests for it.  The testing will be the hard part though, I suspect. :)</p>

<p>I wonder if the NaN values for the test are the result of zero values being passed to the training of the distribution.  The Gamma distribution can't handle zero-valued observations (its PDF is 0 at x=0).</p>

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