Problem

(a) If X has a gamma distribution with parameters (t, λ), what is the distribution of cX,...

(a) If X has a gamma distribution with parameters (t, λ), what is the distribution of cX, c > 0?

(b) Show that

has a gamma distribution with parameters n, λ when n is a positive integer and is a chi-squared random variable with 2n degrees of freedom.

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Solutions For Problems in Chapter 6

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