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If X ~ gamma(r, 1), show that the moment generating function of is given by if t < A. Mx(t) = { ()", otherwise. Use this to find E(X) and Var(X).

If X ~ gamma(r, 1), show that the moment generating function of is given by if t < A. Mx(t) = { ()", otherwise. Use this to find E(X) and Var(X).

Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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If X ~ gamma(r, X), show that the moment generating function of f is given by if t < A. Mx(t) = { ()". otherwise. Use this to find E(X) and Var(X).
Transcribed Image Text:If X ~ gamma(r, X), show that the moment generating function of f is given by if t < A. Mx(t) = { ()". otherwise. Use this to find E(X) and Var(X).
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