Question: The Gamma distribution, G(, ) has density given by Here () is the gamma function of Section 6.8 and equals (1)! if is a
The Gamma distribution, G(α, λ) has density given by
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Here Γ(α) is the gamma function of Section 6.8 and equals (α−1)! if α is a positive integer. Show that the Gamma is infinitely divisible (empirically) by showing that the histogram for the sum of six samples of G(1, λ) has the same density as G(6, λ). Note that, for α a positive integer, then

is a sample from G(α, λ),
fa(x: a, A) = 1a I(a)" --, x>0. -Ar (6.42)
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To show that the Gamma distribution is infinitely divisible empirically we would need to compare the density of the sum of independent Gammadistribute... View full answer
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