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Suppose that X1,...,X, is a random sample from the Gamma distribution with density f(r; a, B) x >0 Г(а)" and parameters a, ß > 0. Using the fact, without proof, that the expected value and variance of the Gamma distribution are given by a/B and a/32, respectively, | find the method-of-moment estimator of a and B.

Suppose that X1,...,X, is a random sample from the Gamma distribution with density f(r; a, B) x >0 Г(а)" and parameters a, ß > 0. Using the fact, without proof, that the expected value and variance of the Gamma distribution are given by a/B and a/32, respectively, | find the method-of-moment estimator of a and 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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Suppose that X1,.,X, is a random sample from the Gamma distribution with ... density f(t; a, β ) = r(a) r >0 and parameters a, B > 0. Using the fact, without proof, that the expected value and variance of the Gamma distribution are given by a/B and a/B2, respectively, find the method-of-moment estimator of a and B.
Transcribed Image Text:Suppose that X1,.,X, is a random sample from the Gamma distribution with ... density f(t; a, β ) = r(a) r >0 and parameters a, B > 0. Using the fact, without proof, that the expected value and variance of the Gamma distribution are given by a/B and a/B2, respectively, find the method-of-moment estimator of a and B.
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