2 please write down the pdf mgf mean and variance of a

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Unformatted text preview: mean, and variance of a general gamma distribution and of a chi -square random variable with k degrees of freedom. Solution Let . W is indeed a special random variable. Gamma distribution (Some books use r= , ) if or if r is a non-negative integer, then 5 Special case : when Special case : when Review p.d.f. m.g.f. Q3. Let . What is the distribution of ? Solution Q4. Let . What is the mgf of W ? Solution Q5. Let , , and are independent. What is the 6 distribution of ? Solution 7...
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This document was uploaded on 03/15/2014 for the course AMS 412 at SUNY Stony Brook.

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