Homework Statement
How can i determine the integration of incomplete gamma function. I mean how to determine int_0^1 gammainc(3/4,r). where gammainc(a,x)=int_0^x t^(a-1)e^(-t) dt
Homework Equations
The Attempt at a Solution
Thanks a lot for your reply. I agree with you that the final f(r), after accounting for the distribution of m, should not depend on m. Now shall i follow these steps
1. First find f(r) as a function of r and m where m is a random variable with the distribution g(m).
After...
Homework Statement
Has anyone heard of function of function of random varibale. That is the pdf of a random variable is a function of another random variable. If yes can some give reference for the same.
Homework Equations
The Attempt at a Solution
Homework Statement
Assuming 'm' is deterministic the probability distribution of a Random Variable(R.V) r is f(r)=m exp(-rm) Now m itself is a another R.V with a probability distribution g(m). Is it correct to say that now the probability distribution of 'r' is f(r)=E_m [m exp(-rm)] where...
Homework Statement
Integral_0^1 x^p exp(-tx)dx where p=3/4. 5/4 and 7/4
Homework Equations
Can somebody tell me the final solution and the detailed procedure to get the final solution for this.
The Attempt at a Solution
I tried using gamma distribution and...