Use the results of Exercise 6.13 to find α3 and α4 for the gamma distribution.
Answer to relevant QuestionsShow that if a random variable has an exponential density with the parameter θ, the probability that it will take on a value less than – θ ∙ ln(1 – ρ) is equal to p for 0 ≥ p < 1. A random variable X has a Weibull distribution if and only if its probability density is given by Where α > 0 and β > 0. (a) Express k in terms of α and β. (b) Show that Weibull distributions with β = 1 are ...Karl Pearson, one of the founders of modern statistics, showed that the differential equation Yields (for appropriate values of the constants a, b, c, and d) most of the important distributions of statistics. Verify that ...If we let KX(t) = lnMX – µ(t), the coefficient of tr/r! in the Maclaurin’s series of KX(t) is called the rth cumulant, and it is denoted by kr. Equating coefficients of like powers, show that (a) k2 = µ2; (b) k3 = ...If X and Y have a bivariate normal distribution, it can be shown that their joint moment– generating function (see Exercise 4.48 on page 139) is given by Verify that (a) The first partial derivative of this function with ...
Post your question