Prove the following analogs to Stein's Lemma, assuming appropriate conditions on the function g. (a) If X
Question:
(a) If X ~ gamma(α, β), then
E(g(X)(X-aβ)= βE (Xg'(X)) .
(b) If X ~ beta(a, β), then
Transcribed Image Text:
(1 - X) Elg(X) (β- (a-1)-A2 ) | = E ((1-X)g,(X)) 1)
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