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Help needed, Regarding Gamma Distribution

  1. Apr 16, 2008 #1
    I hav a random variable X which is gamma-distributed with scale θ and shape k, i-e
    X ~ gamma(k,θ);
    Now I have another variable, Y= 1+X, is Y gamma-ditributed? if yes what will be the scale and shape parametrs for Y, and what will be the expression for the probability density function of Y.

    Please help
    Thanks in advance
    Ayaz
     
  2. jcsd
  3. Apr 16, 2008 #2
    y = 1+x

    p(y<Y) = cdf of y

    p(1+X<Y)

    P(X<Y-1) subst Y-1 in the cumulative density function of X and differentiate to get the pdf of X.
     
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