Question: Derive formula (9.20). [Hint: Use formula (8.52) for the kth moment of a GAM(,) distribution and the fact that variables X and U in (9.15)
Derive formula (9.20). [Hint: Use formula (8.52) for the kth moment of a GAM(α,λ)
distribution and the fact that variables X and U in (9.15) are independent.]
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