Question: Problem 4.56 (a) If X has a gamma distribution with E(X) = 1 and E(X2) = 2 show that = 2 1 2

Problem 4.56

(a) If X has a gamma distribution with E(X) = µ1 and E(X2) = µ2 show that α = µ2 1 µ2 − µ2 1 and β = µ2 − µ2 1 µ1 .

(b) Use the result of part

(a) to find the parameters of the gamma distribution when µ1 = 2, µ2 = 5.

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