(a) If X has a gamma distribution with parameters (t, ), what is the distribution of cX,...
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(b) Show that
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has a gamma distribution with parameters n, λ when n is a positive integer and χ22n is a chi-squared random variable with 2n degrees of freedom.
DistributionThe word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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a PcX a PX ac and differentiation yields Hence cX is gamma with parameters t c b A chisquared ran...View the full answer
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