I'm trying to find the MGF of the gamma distribution. But I can't find seem to find a way with the MGF.
I need to find the mean and variance of the gamma random variable of this function:
m(t) = (λ/ λ-T)^a
(a is alpha, couldn't find the symbol lol)
If anyone could help me or give me some support for this question it would be greatly appreciated!
Thank you all =)
The mgf is given here: Gamma distribution - Wikipedia, the free encyclopedia
From it, you can calculate E(X) and E(X^2) in the usual way. From which Var(X) follows. Where are you stuck in doing this?