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Let a, B > 0. Recall that a Gamma(a, B) random variable has probability density function f(x) x xª-le¯ßz, x > 0, with E(X) = and Var(X) = . Find the Gamma(a, B) distribution of maximal variance, subject to a = B – 1. With a precision of up to 3 decimal places, e.g. "4.598" or "6.667", calculate: • the value of a: • the value of B:

Let a, B > 0. Recall that a Gamma(a, B) random variable has probability density function f(x) x xª-le¯ßz, x > 0, with E(X) = and Var(X) = . Find the Gamma(a, B) distribution of maximal variance, subject to a = B – 1. With a precision of up to 3 decimal places, e.g. "4.598" or "6.667", calculate: • the value of a: • the value of B:

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Let a, B > 0. Recall that a Gamma(a, B) random variable has probability density function f(x) x xª-1e¬ßz x > 0, with E(X) = and Var(X) = 5. Find the Gamma(@, B) distribution of maximal variance, subject to a = B – 1. - В — With a precision of up to 3 decimal places, e.g. "4.598" or "6.667", calculate: • the value of : • the value of B:
Transcribed Image Text:Let a, B > 0. Recall that a Gamma(a, B) random variable has probability density function f(x) x xª-1e¬ßz x > 0, with E(X) = and Var(X) = 5. Find the Gamma(@, B) distribution of maximal variance, subject to a = B – 1. - В — With a precision of up to 3 decimal places, e.g. "4.598" or "6.667", calculate: • the value of : • the value of B:
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