5-4. Prove that the MGF of Gamma distribution is В f(t) В — t. 5-5. Let X1, X2,... ,X be independent with X~ Gamma (ai,ß). Let Y = EX4. Prove that Y Gamma (Eai,ß)
7. The Gamma distribution is commonly used to model continuous data. The probability density function of a Gamma random variable is f (zlo, β)- a. Find the MGF of a Gamma random variable. b. Use the MGF to find the mean of a Gamma random variable. c. Use the MGF to find the second raw moment of a Gamma random variable. d. Use results (b) and (c) to find the variance of a Gamma random variable. e. Let Xi, í...
Please answer A.6.6.:
The previous two questions mentioned above are included
below:
A.6.6. We mentioned in class that the Gamma(, 2) distribution when k is a positive integer is called the Chi-square distribution with k degrees of freedom. From the previous two problems, find the mean, variance, and MGF of the Chi-square distribution with k degrees of freedom. A.6.5. In class we showed that if X ~ Gamma(α, β) then E (X) = aß and uar(X) = αβ2 by using...
Having troubles with question 2. Please help
2. If X has a Gamma distribution with parameters a and B, then its mgf is given by (a) Obtain expressions for the moment-genérating functions of an exponential random variable and of a chi-square random variable by recognizing that these are special cases of a Gamma distribution and using the mgf given above. (b) Suppose that X1 is a Gamma variable with parameters α1 and β, X2 is a Gamma variable with parameters...
STAT 140 Suppose that X have a gamma distribution with parameters a = 2 and θ= 3, and suppose that the conditional distribution of Y given X=x, is uniform between 0 and x. (1) Find E(Y) and Var(Y). (2) Find the Moment Generating Function (MGF) of Y. What is the distribution of Y?
Suppose X Gamma (a; b) and YGamma (c; d). Let W-X+Y. (a) Find the MGF of w. (b) What restrictions would need to be placed on the values of a, b; c; and d for Ww to be a Gamma Random Variable. What would the parameters be?
uppose XGamma(a, b) and Y Gamma(c,d). Let W -X +Y. (a) Find the MGF of W. b) What restrictions would need to be placed on the values of a, b, c, and d in order for W to be a Gamma Random Variable. What would the parameters be?
The moment generating function (MGF) for a random variable X is: Mx (t) = E[e'X]. Onc useful property of moment generating functions is that they make it relatively casy to compute weighted sums of independent random variables: Z=aX+BY M26) - Mx(at)My (Bt). (A) Derive the MGF for a Poisson random variable X with parameter 1. (B) Let X be a Poisson random variable with parameter 1, as above, and let y be a Poisson random variable with parameter y. X...
1. Suppose that Y ∼ Gamma(α, β) and c > 0 is a constant. (a)
Derive the density function of U = cY. (b) Identify the
distribution of U as a standard distribution. Be sure to identify
any parameter values. (c) Can you find the distribution of U using
MGF method also?
I. Suppose that Y ~ Gamma(α, β) and c > 0 is a constant. (a) Derive the density function of U cY. (b) Identify the distribution of U...
3. Let X be a random variable and denote by Mx(t) its MGF. Prove that, for any t > 0, we have
3. Let X be a random variable and denote by Mx(t) its MGF. Prove that, for any t > 0, we have