Verify the entries in Table 13.8 for the gamma distribution. Specifically: a. Show that the gamma is
Question:
Verify the entries in Table 13.8 for the gamma distribution. Specifically:
a. Show that the gamma is a member of the linear exponential family of distributions.
b. Describe the components of the linear exponential family \((\theta, \phi, b(\theta), S(y, \phi))\) in terms of the parameters of the gamma distribution.
c. Show that the mean and variance of the gamma and linear exponential family distributions agree.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Regression Modeling With Actuarial And Financial Applications
ISBN: 9780521135962
1st Edition
Authors: Edward W. Frees
Question Posted: