Suppose that Y has a gamma distribution with parameters and and that c > 0 is a

Chapter 6, Problem 6.12

(choose chapter or problem)

Suppose that Y has a gamma distribution with parameters and and that c > 0 is a constant. a Derive the density function of U = cY . b Identify the density of U as one of the types we studied in Chapter 4. Be sure to identify any parameter values. c The parameters and of a gamma-distributed random variable are, respectively, shape and scale parameters. How do the scale and shape parameters for U compare to those for Y ?

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