hw1.pdf - STAT331 HW1 Due Tuesday Jan/19 Show that the...

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STAT331 HW1, Due Tuesday, Jan/19 Show that the generalized gamma distribution family is closed under the power trans- formation, i.e, if T follows a generalized gamma distribution, then T s , s > 0 also follows a generalized gamma distribution. Show furthermore that any generalized gamma dis- tribution can be written as a power transformation of a Gamma distribution. Assume that T and C are possibly correlated failure and censoring times, respectively. Furthermore, assume that pr( T > t, C > s ) = S ( t, s ) , for t, s 0 is the continuously differentiable survival function for the bivariate random variable
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