yashu-seth commented on this pull request.


> +  for(size_t i = 0; i < N; i++)
+    probabilities(i) = prob(generator);
+
+  // fit results with probabilities and data
+  GammaDistribution gDist;
+  gDist.Train(rdata, probabilities);
+
+  // fit results with only data
+  GammaDistribution gDist2;
+  gDist2.Train(rdata);
+
+  BOOST_REQUIRE_CLOSE(gDist2.Alpha(0), gDist.Alpha(0), 10);
+  BOOST_REQUIRE_CLOSE(gDist2.Beta(0), gDist.Beta(0), 10);
+
+  BOOST_REQUIRE_CLOSE(alphaReal, gDist.Alpha(0), 10);
+  BOOST_REQUIRE_CLOSE(betaReal, gDist.Beta(0), 10);

@rcurtin I just confirmed that tolerance for ```gDist``` and ```gDist2``` is 
<1e-5 for a sample size of 1000. Let me push the latest changes and you can 
have a look.

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