Results 1 to 4 of 4

Math Help - limiting distrbution

  1. #1
    Junior Member
    Joined
    Jan 2010
    From
    TAIWAN
    Posts
    39

    limiting distrbution

    does Gamma function converges in probability? Gamma(n,1/n) n>0
    does Gamma function converges in distribution? Gamma(n,1/n) n>0

    if yes,find it!



    i wanna to use the definition to prove it
    but i do not know how to write it

    the book gives us the hint:use moment generating function!
    but can we use another way to slove?
    Last edited by chialin4; January 23rd 2010 at 06:48 PM.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    This is not well-posed.
    We need to know how the parameters change as n changes.
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Junior Member
    Joined
    Jan 2010
    From
    TAIWAN
    Posts
    39
    Gamma(n,1/n) n>0
    Follow Math Help Forum on Facebook and Google+

  4. #4
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    IT also makes a difference how you write your gamma density, but I can guess at it via the MGF and calc 2.

    Plug into \left(1-\beta t\right)^{-\alpha} and take the limit as n goes to infinity.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Normal Distrbution , how to find sign of z
    Posted in the Statistics Forum
    Replies: 1
    Last Post: December 1st 2011, 04:04 AM
  2. Standard Normal Distrbution question
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: December 13th 2010, 02:14 AM
  3. Limiting
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: July 9th 2010, 10:15 AM
  4. Poisson Distrbution quickie
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: November 4th 2009, 11:27 AM
  5. What are the Limiting Distribution and Limiting Probabilities
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: April 3rd 2009, 12:49 PM

Search Tags


/mathhelpforum @mathhelpforum