Question: (a) If X has a gamma distribution with parameters (t, ), what is the distribution of cX, c > 0? (b) Show that has a

(a) If X has a gamma distribution with parameters (t, λ), what is the distribution of cX, c > 0?
(b) Show that
X2n 21

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.

X2n 21

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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 full answer

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