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Determine pdf of function with gamma pdf

  1. May 14, 2009 #1
    1. The problem statement, all variables and given/known data

    Hi Guys,
    I have been given the following


    The random variable X has a gamma [itex](\alpha,\beta)[/itex] distribution; ie X has pdf

    [itex]

    f_{X}(x)=\frac{x^{\alpha-1}e^{\frac{-x }{\beta}}} {\Gamma (\alpha)\beta^{\alpha}}\text{for }x \geq 0

    [/itex]

    (a) Determine the pdf of:



    [itex]

    Z=\frac{X-\alpha\beta}{\sqrt{\alpha}\beta}.

    [/itex]


    DOes anyone know of a good link to explain how to change the pdf like this? I'm not sure where to begin.
    Regards
    Brendan

    2. Relevant equations



    3. The attempt at a solution
     
  2. jcsd
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