Question: Remember that a continuous random variable X is said to have a Gamma distribution with parameters > 0 and > 0, shown as

Remember that a continuous random variable X is said to have a Gamma distribution with parameters α > 0 and λ > 0, shown as X ∼ Gamma(α, λ), if its PDF is given byfx(x) = 1a-1e-xx I(a) 0 x > 0 otherwise

If X ∼ Gamma(α, λ), find the MGF of X.

Remember thatSoxx-e-xxdx I'(a)  for a,  > 0.

fx(x) = 1a-1e-xx I(a) 0 x > 0 otherwise

Step by Step Solution

3.34 Rating (148 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

To find the moment generating function MGF of a gammadistributed random variable X with parameters ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Introduction To Probability Statistics Questions!