Work out the variance of the gamma

  • Context: Graduate 
  • Thread starter Thread starter gerv13
  • Start date Start date
  • Tags Tags
    Gamma Variance Work
Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
3 replies · 2K views
gerv13
Messages
6
Reaction score
0
Hi, I'm trying to work out the variance of the gamma(I'm up the the part where you multiply [tex]x^2[/tex] by the function), but i don't know how to work out what

[tex]\gamma(\alpha + 2)[/tex] equals to

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

but i don't understand what to do, please help
 
Physics news on Phys.org


It's not clear whether you are talking about the gamma probability distribution or the gamma function. The gamma function has the property that [itex]\Gamma(\alpha+1)= \alpha\Gamma(\alpha)[/itex] but is normally represented by the capital [itex]\Gamma[/itex], not [itex]\gamma[/itex].

In any case, [itex]\Gamma(\alpha+ 2)= \Gamma(\alpha+1+ 1)[/itex][itex]= (\alpha+1)\Gamma(\alpha+1)= (\alpha+ 1)\alpha\Gamma(\alpha)[/itex].
 


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 [tex]\Gamma[/tex] sorry about that. but thanks for the help