
Gamma Function Question
I've got the following question in a stats paper, just a bit stuck on how they get their answer:
Suppose that the random variable follows the exponential distribution , with p.d.f.
for , 0 otherwise.
Find the find the kth moment of X, i.e. , for some positive integer .
I know that this is , and also that the Gamma Distribution of is defined as , just not sure how to relate the two.
Thanks in advance for any help

Let and we get


Quote:
Originally Posted by
craig Ahh thankyou.
Just to make sure you see, I had a big typo up there and I fixed it.

Haha actually that does make more sense. I though it was something I was missing at first, was going to have a play around with it, see if I could get where u got to.
Cheers again :)