- #1
C.E
- 102
- 0
1. A random variable Y is called gamma([tex]\theta[/tex], n) for [tex]\theta[/tex]>0 and natural n if it takes positive values and takes the following PDF:
f(y)=[tex]\frac{1}{\theta (n-1)!}[/tex]([tex]\frac{y}{\theta}[/tex])[tex]^{n-1}[/tex] exp[tex]\frac{-y}{\theta}[/tex]
Show how to find the moment generating function, expectation and variance of Y.
3. I have not got very far I am stil stuck on finding the moment generating function.
I know it is given by the following:
[tex]\int_{0}^{\infty} \exp(ty)f(y) dy[/tex]
but I have no idea how to evaluate it and get the correct answer (can somebody please show me?)
The answer you should get is: G[tex]_{y}[/tex](t)=1/(1-t[tex]\theta[/tex])[tex]^{n}[/tex]
I think I will know how to find the expectation and variance once I have the moment generating function.
f(y)=[tex]\frac{1}{\theta (n-1)!}[/tex]([tex]\frac{y}{\theta}[/tex])[tex]^{n-1}[/tex] exp[tex]\frac{-y}{\theta}[/tex]
Show how to find the moment generating function, expectation and variance of Y.
3. I have not got very far I am stil stuck on finding the moment generating function.
I know it is given by the following:
[tex]\int_{0}^{\infty} \exp(ty)f(y) dy[/tex]
but I have no idea how to evaluate it and get the correct answer (can somebody please show me?)
The answer you should get is: G[tex]_{y}[/tex](t)=1/(1-t[tex]\theta[/tex])[tex]^{n}[/tex]
I think I will know how to find the expectation and variance once I have the moment generating function.