Work out the variance of the gamma

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SUMMARY

The discussion centers on calculating the variance of the gamma function, specifically addressing the relationship \(\Gamma(\alpha + 2)\) and its derivation. Participants clarify that the correct notation is \(\Gamma\) for the gamma function, which follows the property \(\Gamma(\alpha + 1) = \alpha \Gamma(\alpha)\). The correct expression for \(\Gamma(\alpha + 2)\) is derived as \((\alpha + 1) \alpha \Gamma(\alpha)\). The conversation highlights the importance of distinguishing between the gamma function and the gamma probability distribution.

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gerv13
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Hi, I'm trying to work out the variance of the gamma(I'm up the the part where you multiply x^2 by the function), but i don't know how to work out what

\gamma(\alpha + 2) equals to

i know I am supposed to use the fact that \gamma(\alpha + 1) = \alpha \gamma(\alpha)

but i don't understand what to do, please help
 
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It's not clear whether you are talking about the gamma probability distribution or the gamma function. The gamma function has the property that \Gamma(\alpha+1)= \alpha\Gamma(\alpha) but is normally represented by the capital \Gamma, not \gamma.

In any case, \Gamma(\alpha+ 2)= \Gamma(\alpha+1+ 1)= (\alpha+1)\Gamma(\alpha+1)= (\alpha+ 1)\alpha\Gamma(\alpha).
 


HallsofIvy said:
It's not clear whether you are talking about the gamma probability distribution or the gamma function.

gerv13 said:
Hi, I'm trying to work out the variance of the gamma

I'm not sure either, but I have to guess its the probability distribution.
 


yupp i actually meant \Gamma sorry about that. but thanks for the help
 

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