Question: Let X1, X2, ... Xn be a random sample drawn from a distribution with probability density function f (x; 0) = (1 + x)0+1, 0

Let X1, X2, ... Xn be a random sample drawn from a distribution with probability density function f (x; 0) = (1 + x)0+1, 0 0 is an unknown parameter. (a) Show that Y, = In(1 + X;) follows a Gamma (a, b) distribution with probability density function ba g (y; a, b) = ya-le-by, y, a, b > 0, r(a) and determine a and b. [4]

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