Apply the m.g.f. of the gamma distribution to find its expectation and variance. Any help will be very much appreciated thank you so much.
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Do you mean OBTAIN the mgf of a gamma?
That's been done here before.
Just combine the exponential terms and observe the new beta (so it's a valid density)
and you're done.
Last edited by matheagle; October 23rd 2009 at 08:41 PM.
Well, if you are given the mgf, M(t), then
If you are not given the mgf, then you have to calculate where f(x) is the pdf of the gamma distribution
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