Solution Found!
Let X1,X2,X3 denote a random sample of size 3 from a gamma
Chapter 5, Problem 7E(choose chapter or problem)
Problem 7E
Let X1,X2,X3 denote a random sample of size 3 from a gamma distribution with α = 7 and θ = 5.
(a) Find the mgf of Y = X1 + X2 + X3.
(b) How is Y distributed?
Questions & Answers
QUESTION:
Problem 7E
Let X1,X2,X3 denote a random sample of size 3 from a gamma distribution with α = 7 and θ = 5.
(a) Find the mgf of Y = X1 + X2 + X3.
(b) How is Y distributed?
ANSWER:
Problem 7E
Let denote a random sample of size 3 from gamma distribution with and
(a) Find the mgf of .
(b) How is Y distributed?
Step by Step Solution
Step 1 of 2
Given that , denote a random sample of size 3 from gamma distribution with and .
It is known that the moment generating function (MGF) of gamma distribution with parameters and is
(i)
Putting the values of and in equation (i),
The MGF of is
So, MGF of is