The Gamma Distribution Is a Good Prior to Poisson Distribution

In order to measure your uncertainty over that value, gamma distribution is usually a very good choice. When those two parameters are high enough, it looks like a Gaussian, but it just doesn't go below zero. And as a result, it can be skewed to larger side because it's not symmetrical. Walla Walla: Sometimes it might be useful if you're trying to both use these tools and also do some Bayesian prior in terms of which one I think is correct.