Question: Write out the Stein's Identity for Gamma(a, b), where X ~ fab (x) = ral . ex/b , x>0, a>0, b>0 T(a) . b Then

Write out the Stein's Identity for Gamma(a, b), where X ~

Write out the Stein's Identity for Gamma(a, b), where X ~ fab (x) = ral . ex/b , x>0, a>0, b>0 T(a) . b Then use it to find E[X] and VAR[X]

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