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10. (9 pts) Suppose that Yhas a gamma distribution with a -n/2 for some positive integer n and β equal to some specified value. Use the method of moment-generating functions to prove that W 2% has a Chi-squared distribution with n degrees of freedom. Make sure you show all steps and give reasons for each one.

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Suppose that Y has a gamma distribution with α = n/2 for some positive integer n and β equal to some specified value. Use the method of moment-generating functions to show that W = 2Y/βhas a χ 2 distribution with n degrees of freedom.

1.Let 2411-6-46E-i1.png follows a Gamma distribution with parameters (α and β)

The available function is: 2Y W=-

  1. The moment generating function of the 2411-6-46E-i4.png is,

    M,)-E 2Y 2t (1-2)วิ or t-

    Hence, Mw (1) is 2411-6-46E-i7.pngmoment generating function, Therefore, this is the moment generating function (mgf)for a chi-square 2411-6-46E-i9.png variable with 2411-6-46E-i10.png degrees of freedom.

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