1. ## Struggling with problem

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 =)

2. Originally Posted by Rure
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 =)
So what are you trying to do. Find the mgf of a random variable that follows a gamma distribution? Or use the mgf to get the mean and variance?

3. Sorry, I didn't make my question clear,
I'm trying to find the mean and variance of a gamma random variable. And I'm using the mgf of the gamma distribution to find it.

4. Originally Posted by Rure
Sorry, I didn't make my question clear,
I'm trying to find the mean and variance of a gamma random variable. And I'm using the mgf of the gamma distribution to find it.
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?